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SubscribeVariational Inference for SDEs Driven by Fractional Noise
We present a novel variational framework for performing inference in (neural) stochastic differential equations (SDEs) driven by Markov-approximate fractional Brownian motion (fBM). SDEs offer a versatile tool for modeling real-world continuous-time dynamic systems with inherent noise and randomness. Combining SDEs with the powerful inference capabilities of variational methods, enables the learning of representative function distributions through stochastic gradient descent. However, conventional SDEs typically assume the underlying noise to follow a Brownian motion (BM), which hinders their ability to capture long-term dependencies. In contrast, fractional Brownian motion (fBM) extends BM to encompass non-Markovian dynamics, but existing methods for inferring fBM parameters are either computationally demanding or statistically inefficient. In this paper, building upon the Markov approximation of fBM, we derive the evidence lower bound essential for efficient variational inference of posterior path measures, drawing from the well-established field of stochastic analysis. Additionally, we provide a closed-form expression to determine optimal approximation coefficients. Furthermore, we propose the use of neural networks to learn the drift, diffusion and control terms within our variational posterior, leading to the variational training of neural-SDEs. In this framework, we also optimize the Hurst index, governing the nature of our fractional noise. Beyond validation on synthetic data, we contribute a novel architecture for variational latent video prediction,-an approach that, to the best of our knowledge, enables the first variational neural-SDE application to video perception.
Path-Integral Approach to Quantum Acoustics
A path-integral approach to quantum acoustics is developed here. In contrast to the commonly utilized particle perspective, this emerging field brings forth a long neglected but essential wave paradigm for lattice vibrations. Within the coherent state picture, we formulate a non-Markovian, stochastic master equation that captures the exact dynamics of any system with coupling linear in the bath coordinates and nonlinear in the system coordinates. We further demonstrate the capability of the presented master equation by applying the corresponding procedure to the eminent Fr\"ohlich model. In general, we establish a solid foundation for quantum acoustics as a kindred framework to quantum optics, while paving the way for deeper first-principle explorations of non-perturbative system dynamics driven by lattice vibrations.
Foundation Inference Models for Markov Jump Processes
Markov jump processes are continuous-time stochastic processes which describe dynamical systems evolving in discrete state spaces. These processes find wide application in the natural sciences and machine learning, but their inference is known to be far from trivial. In this work we introduce a methodology for zero-shot inference of Markov jump processes (MJPs), on bounded state spaces, from noisy and sparse observations, which consists of two components. First, a broad probability distribution over families of MJPs, as well as over possible observation times and noise mechanisms, with which we simulate a synthetic dataset of hidden MJPs and their noisy observation process. Second, a neural network model that processes subsets of the simulated observations, and that is trained to output the initial condition and rate matrix of the target MJP in a supervised way. We empirically demonstrate that one and the same (pretrained) model can infer, in a zero-shot fashion, hidden MJPs evolving in state spaces of different dimensionalities. Specifically, we infer MJPs which describe (i) discrete flashing ratchet systems, which are a type of Brownian motors, and the conformational dynamics in (ii) molecular simulations, (iii) experimental ion channel data and (iv) simple protein folding models. What is more, we show that our model performs on par with state-of-the-art models which are finetuned to the target datasets.
Action Matching: Learning Stochastic Dynamics from Samples
Learning the continuous dynamics of a system from snapshots of its temporal marginals is a problem which appears throughout natural sciences and machine learning, including in quantum systems, single-cell biological data, and generative modeling. In these settings, we assume access to cross-sectional samples that are uncorrelated over time, rather than full trajectories of samples. In order to better understand the systems under observation, we would like to learn a model of the underlying process that allows us to propagate samples in time and thereby simulate entire individual trajectories. In this work, we propose Action Matching, a method for learning a rich family of dynamics using only independent samples from its time evolution. We derive a tractable training objective, which does not rely on explicit assumptions about the underlying dynamics and does not require back-propagation through differential equations or optimal transport solvers. Inspired by connections with optimal transport, we derive extensions of Action Matching to learn stochastic differential equations and dynamics involving creation and destruction of probability mass. Finally, we showcase applications of Action Matching by achieving competitive performance in a diverse set of experiments from biology, physics, and generative modeling.
Chain of Log-Concave Markov Chains
We introduce a theoretical framework for sampling from unnormalized densities based on a smoothing scheme that uses an isotropic Gaussian kernel with a single fixed noise scale. We prove one can decompose sampling from a density (minimal assumptions made on the density) into a sequence of sampling from log-concave conditional densities via accumulation of noisy measurements with equal noise levels. Our construction is unique in that it keeps track of a history of samples, making it non-Markovian as a whole, but it is lightweight algorithmically as the history only shows up in the form of a running empirical mean of samples. Our sampling algorithm generalizes walk-jump sampling (Saremi & Hyv\"arinen, 2019). The "walk" phase becomes a (non-Markovian) chain of (log-concave) Markov chains. The "jump" from the accumulated measurements is obtained by empirical Bayes. We study our sampling algorithm quantitatively using the 2-Wasserstein metric and compare it with various Langevin MCMC algorithms. We also report a remarkable capacity of our algorithm to "tunnel" between modes of a distribution.
Multi-marginal temporal Schrödinger Bridge Matching for video generation from unpaired data
Many natural dynamic processes -- such as in vivo cellular differentiation or disease progression -- can only be observed through the lens of static sample snapshots. While challenging, reconstructing their temporal evolution to decipher underlying dynamic properties is of major interest to scientific research. Existing approaches enable data transport along a temporal axis but are poorly scalable in high dimension and require restrictive assumptions to be met. To address these issues, we propose \textbf{Multi-Marginal temporal Schr\"odinger Bridge Matching} (MMtSBM) for video generation from unpaired data, extending the theoretical guarantees and empirical efficiency of Diffusion Schr\"odinger Bridge Matching (arXiv:archive/2303.16852) by deriving the Iterative Markovian Fitting algorithm to multiple marginals in a novel factorized fashion. Experiments show that MMtSBM retains theoretical properties on toy examples, achieves state-of-the-art performance on real world datasets such as transcriptomic trajectory inference in 100 dimensions, and for the first time recovers couplings and dynamics in very high dimensional image settings. Our work establishes multi-marginal Schr\"odinger bridges as a practical and principled approach for recovering hidden dynamics from static data.
Neural Markov Jump Processes
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via either Monte Carlo or expectation-maximization methods. In this work we introduce an alternative, variational inference algorithm for Markov jump processes which relies on neural ordinary differential equations, and is trainable via back-propagation. Our methodology learns neural, continuous-time representations of the observed data, that are used to approximate the initial distribution and time-dependent transition probability rates of the posterior Markov jump process. The time-independent rates of the prior process are in contrast trained akin to generative adversarial networks. We test our approach on synthetic data sampled from ground-truth Markov jump processes, experimental switching ion channel data and molecular dynamics simulations. Source code to reproduce our experiments is available online.
Langevin Flows for Modeling Neural Latent Dynamics
Neural populations exhibit latent dynamical structures that drive time-evolving spiking activities, motivating the search for models that capture both intrinsic network dynamics and external unobserved influences. In this work, we introduce LangevinFlow, a sequential Variational Auto-Encoder where the time evolution of latent variables is governed by the underdamped Langevin equation. Our approach incorporates physical priors -- such as inertia, damping, a learned potential function, and stochastic forces -- to represent both autonomous and non-autonomous processes in neural systems. Crucially, the potential function is parameterized as a network of locally coupled oscillators, biasing the model toward oscillatory and flow-like behaviors observed in biological neural populations. Our model features a recurrent encoder, a one-layer Transformer decoder, and Langevin dynamics in the latent space. Empirically, our method outperforms state-of-the-art baselines on synthetic neural populations generated by a Lorenz attractor, closely matching ground-truth firing rates. On the Neural Latents Benchmark (NLB), the model achieves superior held-out neuron likelihoods (bits per spike) and forward prediction accuracy across four challenging datasets. It also matches or surpasses alternative methods in decoding behavioral metrics such as hand velocity. Overall, this work introduces a flexible, physics-inspired, high-performing framework for modeling complex neural population dynamics and their unobserved influences.
Feedback Policies for Measurement-based Quantum State Manipulation
In this paper, we propose feedback designs for manipulating a quantum state to a target state by performing sequential measurements. In light of Belavkin's quantum feedback control theory, for a given set of (projective or non-projective) measurements and a given time horizon, we show that finding the measurement selection policy that maximizes the probability of successful state manipulation is an optimal control problem for a controlled Markovian process. The optimal policy is Markovian and can be solved by dynamical programming. Numerical examples indicate that making use of feedback information significantly improves the success probability compared to classical scheme without taking feedback. We also consider other objective functionals including maximizing the expected fidelity to the target state as well as minimizing the expected arrival time. The connections and differences among these objectives are also discussed.
CausalDynamics: A large-scale benchmark for structural discovery of dynamical causal models
Causal discovery for dynamical systems poses a major challenge in fields where active interventions are infeasible. Most methods used to investigate these systems and their associated benchmarks are tailored to deterministic, low-dimensional and weakly nonlinear time-series data. To address these limitations, we present CausalDynamics, a large-scale benchmark and extensible data generation framework to advance the structural discovery of dynamical causal models. Our benchmark consists of true causal graphs derived from thousands of coupled ordinary and stochastic differential equations as well as two idealized climate models. We perform a comprehensive evaluation of state-of-the-art causal discovery algorithms for graph reconstruction on systems with noisy, confounded, and lagged dynamics. CausalDynamics consists of a plug-and-play, build-your-own coupling workflow that enables the construction of a hierarchy of physical systems. We anticipate that our framework will facilitate the development of robust causal discovery algorithms that are broadly applicable across domains while addressing their unique challenges. We provide a user-friendly implementation and documentation on https://kausable.github.io/CausalDynamics.
Autoregressive Transformer Neural Network for Simulating Open Quantum Systems via a Probabilistic Formulation
The theory of open quantum systems lays the foundations for a substantial part of modern research in quantum science and engineering. Rooted in the dimensionality of their extended Hilbert spaces, the high computational complexity of simulating open quantum systems calls for the development of strategies to approximate their dynamics. In this paper, we present an approach for tackling open quantum system dynamics. Using an exact probabilistic formulation of quantum physics based on positive operator-valued measure (POVM), we compactly represent quantum states with autoregressive transformer neural networks; such networks bring significant algorithmic flexibility due to efficient exact sampling and tractable density. We further introduce the concept of String States to partially restore the symmetry of the autoregressive transformer neural network and improve the description of local correlations. Efficient algorithms have been developed to simulate the dynamics of the Liouvillian superoperator using a forward-backward trapezoid method and find the steady state via a variational formulation. Our approach is benchmarked on prototypical one and two-dimensional systems, finding results which closely track the exact solution and achieve higher accuracy than alternative approaches based on using Markov chain Monte Carlo to sample restricted Boltzmann machines. Our work provides general methods for understanding quantum dynamics in various contexts, as well as techniques for solving high-dimensional probabilistic differential equations in classical setups.
Multi-marginal Schrödinger Bridges with Iterative Reference Refinement
Practitioners frequently aim to infer an unobserved population trajectory using sample snapshots at multiple time points. For instance, in single-cell sequencing, scientists would like to learn how gene expression evolves over time. But sequencing any cell destroys that cell. So we cannot access any cell's full trajectory, but we can access snapshot samples from many cells. Stochastic differential equations are commonly used to analyze systems with full individual-trajectory access; since here we have only sample snapshots, these methods are inapplicable. The deep learning community has recently explored using Schr\"odinger bridges (SBs) and their extensions to estimate these dynamics. However, these methods either (1) interpolate between just two time points or (2) require a single fixed reference dynamic within the SB, which is often just set to be Brownian motion. But learning piecewise from adjacent time points can fail to capture long-term dependencies. And practitioners are typically able to specify a model class for the reference dynamic but not the exact values of the parameters within it. So we propose a new method that (1) learns the unobserved trajectories from sample snapshots across multiple time points and (2) requires specification only of a class of reference dynamics, not a single fixed one. In particular, we suggest an iterative projection method inspired by Schr\"odinger bridges; we alternate between learning a piecewise SB on the unobserved trajectories and using the learned SB to refine our best guess for the dynamics within the reference class. We demonstrate the advantages of our method via a well-known simulated parametric model from ecology, simulated and real data from systems biology, and real motion-capture data.
Learning the Dynamics of Sparsely Observed Interacting Systems
We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of the target time series. Once learned, we can use these dynamics to predict values of the target from the previous values of the feature time series. We frame this task as learning the solution map of a controlled differential equation (CDE). By leveraging the rich theory of signatures, we are able to cast this non-linear problem as a high-dimensional linear regression. We provide an oracle bound on the prediction error which exhibits explicit dependencies on the individual-specific sampling schemes. Our theoretical results are illustrated by simulations which show that our method outperforms existing algorithms for recovering the full time series while being computationally cheap. We conclude by demonstrating its potential on real-world epidemiological data.
Collective Dynamics from Stochastic Thermodynamics
From a viewpoint of stochastic thermodynamics, we derive equations that describe the collective dynamics near the order-disorder transition in the globally coupled XY model and near the synchronization-desynchronization transition in the Kuramoto model. A new way of thinking is to interpret the deterministic time evolution of a macroscopic variable as an external operation to a thermodynamic system. We then find that the irreversible work determines the equation for the collective dynamics. When analyzing the Kuramoto model, we employ a generalized concept of irreversible work which originates from a non-equilibrium identity associated with steady state thermodynamics.
Graph Switching Dynamical Systems
Dynamical systems with complex behaviours, e.g. immune system cells interacting with a pathogen, are commonly modelled by splitting the behaviour into different regimes, or modes, each with simpler dynamics, and then learning the switching behaviour from one mode to another. Switching Dynamical Systems (SDS) are a powerful tool that automatically discovers these modes and mode-switching behaviour from time series data. While effective, these methods focus on independent objects, where the modes of one object are independent of the modes of the other objects. In this paper, we focus on the more general interacting object setting for switching dynamical systems, where the per-object dynamics also depends on an unknown and dynamically changing subset of other objects and their modes. To this end, we propose a novel graph-based approach for switching dynamical systems, GRAph Switching dynamical Systems (GRASS), in which we use a dynamic graph to characterize interactions between objects and learn both intra-object and inter-object mode-switching behaviour. We introduce two new datasets for this setting, a synthesized ODE-driven particles dataset and a real-world Salsa Couple Dancing dataset. Experiments show that GRASS can consistently outperforms previous state-of-the-art methods.
Generative Modeling with Phase Stochastic Bridges
Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it. In this work, we introduce a novel generative modeling framework grounded in phase space dynamics, where a phase space is defined as {an augmented space encompassing both position and velocity.} Leveraging insights from Stochastic Optimal Control, we construct a path measure in the phase space that enables efficient sampling. {In contrast to DMs, our framework demonstrates the capability to generate realistic data points at an early stage of dynamics propagation.} This early prediction sets the stage for efficient data generation by leveraging additional velocity information along the trajectory. On standard image generation benchmarks, our model yields favorable performance over baselines in the regime of small Number of Function Evaluations (NFEs). Furthermore, our approach rivals the performance of diffusion models equipped with efficient sampling techniques, underscoring its potential as a new tool generative modeling.
Denoising Diffusion Implicit Models
Denoising diffusion probabilistic models (DDPMs) have achieved high quality image generation without adversarial training, yet they require simulating a Markov chain for many steps to produce a sample. To accelerate sampling, we present denoising diffusion implicit models (DDIMs), a more efficient class of iterative implicit probabilistic models with the same training procedure as DDPMs. In DDPMs, the generative process is defined as the reverse of a Markovian diffusion process. We construct a class of non-Markovian diffusion processes that lead to the same training objective, but whose reverse process can be much faster to sample from. We empirically demonstrate that DDIMs can produce high quality samples 10 times to 50 times faster in terms of wall-clock time compared to DDPMs, allow us to trade off computation for sample quality, and can perform semantically meaningful image interpolation directly in the latent space.
Disentangled Generative Models for Robust Prediction of System Dynamics
Deep neural networks have become increasingly of interest in dynamical system prediction, but out-of-distribution generalization and long-term stability still remains challenging. In this work, we treat the domain parameters of dynamical systems as factors of variation of the data generating process. By leveraging ideas from supervised disentanglement and causal factorization, we aim to separate the domain parameters from the dynamics in the latent space of generative models. In our experiments we model dynamics both in phase space and in video sequences and conduct rigorous OOD evaluations. Results indicate that disentangled VAEs adapt better to domain parameters spaces that were not present in the training data. At the same time, disentanglement can improve the long-term and out-of-distribution predictions of state-of-the-art models in video sequences.
rd-spiral: An open-source Python library for learning 2D reaction-diffusion dynamics through pseudo-spectral method
We introduce rd-spiral, an open-source Python library for simulating 2D reaction-diffusion systems using pseudo-spectral methods. The framework combines FFT-based spatial discretization with adaptive Dormand-Prince time integration, achieving exponential convergence while maintaining pedagogical clarity. We analyze three dynamical regimes: stable spirals, spatiotemporal chaos, and pattern decay, revealing extreme non-Gaussian statistics (kurtosis >96) in stable states. Information-theoretic metrics show 10.7% reduction in activator-inhibitor coupling during turbulence versus 6.5% in stable regimes. The solver handles stiffness ratios >6:1 with features including automated equilibrium classification and checkpointing. Effect sizes (delta=0.37--0.78) distinguish regimes, with asymmetric field sensitivities to perturbations. By balancing computational rigor with educational transparency, rd-spiral bridges theoretical and practical nonlinear dynamics.
Neural Structure Learning with Stochastic Differential Equations
Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are often best described using continuous-time stochastic processes. Unfortunately, most existing structure learning approaches assume that the underlying process evolves in discrete-time and/or observations occur at regular time intervals. These mismatched assumptions can often lead to incorrect learned structures and models. In this work, we introduce a novel structure learning method, SCOTCH, which combines neural stochastic differential equations (SDE) with variational inference to infer a posterior distribution over possible structures. This continuous-time approach can naturally handle both learning from and predicting observations at arbitrary time points. Theoretically, we establish sufficient conditions for an SDE and SCOTCH to be structurally identifiable, and prove its consistency under infinite data limits. Empirically, we demonstrate that our approach leads to improved structure learning performance on both synthetic and real-world datasets compared to relevant baselines under regular and irregular sampling intervals.
Leap into the future: shortcut to dynamics for quantum mixtures
The study of the long-time dynamics of quantum systems can be a real challenge, especially in systems like ultracold gases, where the required timescales may be longer than the lifetime of the system itself. In this work, we show that it is possible to access the long-time dynamics of a strongly repulsive atomic gas mixture in shorter times. The shortcut-to-dynamics protocol that we propose does not modify the fate of the observables, but effectively jumps ahead in time without changing the system's inherent evolution. Just like the next-chapter button in a movie player that allows to quickly reach the part of the movie one wants to watch, it is a leap into the future.
True Zero-Shot Inference of Dynamical Systems Preserving Long-Term Statistics
Complex, temporally evolving phenomena, from climate to brain activity, are governed by dynamical systems (DS). DS reconstruction (DSR) seeks to infer generative surrogate models of these from observed data, reproducing their long-term behavior. Existing DSR approaches require purpose-training for any new system observed, lacking the zero-shot and in-context inference capabilities known from LLMs. Here we introduce DynaMix, a novel multivariate ALRNN-based mixture-of-experts architecture pre-trained for DSR, the first DSR model able to generalize zero-shot to out-of-domain DS. Just from a provided context signal, without any re-training, DynaMix faithfully forecasts the long-term evolution of novel DS where existing time series (TS) foundation models, like Chronos, fail -- at a fraction of the number of parameters and orders of magnitude faster inference times. DynaMix outperforms TS foundation models in terms of long-term statistics, and often also short-term forecasts, even on real-world time series, like traffic or weather data, typically used for training and evaluating TS models, but not at all part of DynaMix' training corpus. We illustrate some of the failure modes of TS models for DSR problems, and conclude that models built on DS principles may bear a huge potential also for advancing the TS prediction field.
Learning minimal representations of stochastic processes with variational autoencoders
Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are however difficult to characterize. Here, we introduce an unsupervised machine learning approach to determine the minimal set of parameters required to effectively describe the dynamics of a stochastic process. Our method builds upon an extended beta-variational autoencoder architecture. By means of simulated datasets corresponding to paradigmatic diffusion models, we showcase its effectiveness in extracting the minimal relevant parameters that accurately describe these dynamics. Furthermore, the method enables the generation of new trajectories that faithfully replicate the expected stochastic behavior. Overall, our approach enables for the autonomous discovery of unknown parameters describing stochastic processes, hence enhancing our comprehension of complex phenomena across various fields.
Neural Continuous-Discrete State Space Models for Irregularly-Sampled Time Series
Learning accurate predictive models of real-world dynamic phenomena (e.g., climate, biological) remains a challenging task. One key issue is that the data generated by both natural and artificial processes often comprise time series that are irregularly sampled and/or contain missing observations. In this work, we propose the Neural Continuous-Discrete State Space Model (NCDSSM) for continuous-time modeling of time series through discrete-time observations. NCDSSM employs auxiliary variables to disentangle recognition from dynamics, thus requiring amortized inference only for the auxiliary variables. Leveraging techniques from continuous-discrete filtering theory, we demonstrate how to perform accurate Bayesian inference for the dynamic states. We propose three flexible parameterizations of the latent dynamics and an efficient training objective that marginalizes the dynamic states during inference. Empirical results on multiple benchmark datasets across various domains show improved imputation and forecasting performance of NCDSSM over existing models.
Tackling Non-Stationarity in Reinforcement Learning via Causal-Origin Representation
In real-world scenarios, the application of reinforcement learning is significantly challenged by complex non-stationarity. Most existing methods attempt to model changes in the environment explicitly, often requiring impractical prior knowledge of environments. In this paper, we propose a new perspective, positing that non-stationarity can propagate and accumulate through complex causal relationships during state transitions, thereby compounding its sophistication and affecting policy learning. We believe that this challenge can be more effectively addressed by implicitly tracing the causal origin of non-stationarity. To this end, we introduce the Causal-Origin REPresentation (COREP) algorithm. COREP primarily employs a guided updating mechanism to learn a stable graph representation for the state, termed as causal-origin representation. By leveraging this representation, the learned policy exhibits impressive resilience to non-stationarity. We supplement our approach with a theoretical analysis grounded in the causal interpretation for non-stationary reinforcement learning, advocating for the validity of the causal-origin representation. Experimental results further demonstrate the superior performance of COREP over existing methods in tackling non-stationarity problems.
End-to-End Non-Autoregressive Neural Machine Translation with Connectionist Temporal Classification
Autoregressive decoding is the only part of sequence-to-sequence models that prevents them from massive parallelization at inference time. Non-autoregressive models enable the decoder to generate all output symbols independently in parallel. We present a novel non-autoregressive architecture based on connectionist temporal classification and evaluate it on the task of neural machine translation. Unlike other non-autoregressive methods which operate in several steps, our model can be trained end-to-end. We conduct experiments on the WMT English-Romanian and English-German datasets. Our models achieve a significant speedup over the autoregressive models, keeping the translation quality comparable to other non-autoregressive models.
Modeling stochastic eye tracking data: A comparison of quantum generative adversarial networks and Markov models
We explore the use of quantum generative adversarial networks QGANs for modeling eye movement velocity data. We assess whether the advanced computational capabilities of QGANs can enhance the modeling of complex stochastic distribution beyond the traditional mathematical models, particularly the Markov model. The findings indicate that while QGANs demonstrate potential in approximating complex distributions, the Markov model consistently outperforms in accurately replicating the real data distribution. This comparison underlines the challenges and avenues for refinement in time series data generation using quantum computing techniques. It emphasizes the need for further optimization of quantum models to better align with real-world data characteristics.
Liquid Time-constant Networks
We introduce a new class of time-continuous recurrent neural network models. Instead of declaring a learning system's dynamics by implicit nonlinearities, we construct networks of linear first-order dynamical systems modulated via nonlinear interlinked gates. The resulting models represent dynamical systems with varying (i.e., liquid) time-constants coupled to their hidden state, with outputs being computed by numerical differential equation solvers. These neural networks exhibit stable and bounded behavior, yield superior expressivity within the family of neural ordinary differential equations, and give rise to improved performance on time-series prediction tasks. To demonstrate these properties, we first take a theoretical approach to find bounds over their dynamics and compute their expressive power by the trajectory length measure in latent trajectory space. We then conduct a series of time-series prediction experiments to manifest the approximation capability of Liquid Time-Constant Networks (LTCs) compared to classical and modern RNNs. Code and data are available at https://github.com/raminmh/liquid_time_constant_networks
Mean-field underdamped Langevin dynamics and its spacetime discretization
We propose a new method called the N-particle underdamped Langevin algorithm for optimizing a special class of non-linear functionals defined over the space of probability measures. Examples of problems with this formulation include training mean-field neural networks, maximum mean discrepancy minimization and kernel Stein discrepancy minimization. Our algorithm is based on a novel spacetime discretization of the mean-field underdamped Langevin dynamics, for which we provide a new, fast mixing guarantee. In addition, we demonstrate that our algorithm converges globally in total variation distance, bridging the theoretical gap between the dynamics and its practical implementation.
Bidirectional Representations Augmented Autoregressive Biological Sequence Generation:Application in De Novo Peptide Sequencing
Autoregressive (AR) models, common in sequence generation, are limited in many biological tasks such as de novo peptide sequencing and protein modeling by their unidirectional nature, failing to capture crucial global bidirectional token dependencies. Non-Autoregressive (NAR) models offer holistic, bidirectional representations but face challenges with generative coherence and scalability. To transcend this, we propose a hybrid framework enhancing AR generation by dynamically integrating rich contextual information from non-autoregressive mechanisms. Our approach couples a shared input encoder with two decoders: a non-autoregressive one learning latent bidirectional biological features, and an AR decoder synthesizing the biological sequence by leveraging these bidirectional features. A novel cross-decoder attention module enables the AR decoder to iteratively query and integrate these bidirectional features, enriching its predictions. This synergy is cultivated via a tailored training strategy with importance annealing for balanced objectives and cross-decoder gradient blocking for stable, focused learning. Evaluations on a demanding nine-species benchmark of de novo peptide sequencing show that our model substantially surpasses AR and NAR baselines. It uniquely harmonizes AR stability with NAR contextual awareness, delivering robust, superior performance on diverse downstream data. This research advances biological sequence modeling techniques and contributes a novel architectural paradigm for augmenting AR models with enhanced bidirectional understanding for complex sequence generation. Code is available at https://github.com/BEAM-Labs/denovo.
Stochastic interpolants with data-dependent couplings
Generative models inspired by dynamical transport of measure -- such as flows and diffusions -- construct a continuous-time map between two probability densities. Conventionally, one of these is the target density, only accessible through samples, while the other is taken as a simple base density that is data-agnostic. In this work, using the framework of stochastic interpolants, we formalize how to couple the base and the target densities. This enables us to incorporate information about class labels or continuous embeddings to construct dynamical transport maps that serve as conditional generative models. We show that these transport maps can be learned by solving a simple square loss regression problem analogous to the standard independent setting. We demonstrate the usefulness of constructing dependent couplings in practice through experiments in super-resolution and in-painting.
Latent Representation and Simulation of Markov Processes via Time-Lagged Information Bottleneck
Markov processes are widely used mathematical models for describing dynamic systems in various fields. However, accurately simulating large-scale systems at long time scales is computationally expensive due to the short time steps required for accurate integration. In this paper, we introduce an inference process that maps complex systems into a simplified representational space and models large jumps in time. To achieve this, we propose Time-lagged Information Bottleneck (T-IB), a principled objective rooted in information theory, which aims to capture relevant temporal features while discarding high-frequency information to simplify the simulation task and minimize the inference error. Our experiments demonstrate that T-IB learns information-optimal representations for accurately modeling the statistical properties and dynamics of the original process at a selected time lag, outperforming existing time-lagged dimensionality reduction methods.
Non-Markovian Reward Modelling from Trajectory Labels via Interpretable Multiple Instance Learning
We generalise the problem of reward modelling (RM) for reinforcement learning (RL) to handle non-Markovian rewards. Existing work assumes that human evaluators observe each step in a trajectory independently when providing feedback on agent behaviour. In this work, we remove this assumption, extending RM to capture temporal dependencies in human assessment of trajectories. We show how RM can be approached as a multiple instance learning (MIL) problem, where trajectories are treated as bags with return labels, and steps within the trajectories are instances with unseen reward labels. We go on to develop new MIL models that are able to capture the time dependencies in labelled trajectories. We demonstrate on a range of RL tasks that our novel MIL models can reconstruct reward functions to a high level of accuracy, and can be used to train high-performing agent policies.
Causal discovery from conditionally stationary time-series
Causal discovery, i.e., inferring underlying cause-effect relationships from observations of a scene or system, is an inherent mechanism in human cognition, but has been shown to be highly challenging to automate. The majority of approaches in the literature aiming for this task consider constrained scenarios with fully observed variables or data from stationary time-series. In this work we aim for causal discovery in a more general class of scenarios, scenes with non-stationary behavior over time. For our purposes we here regard a scene as a composition objects interacting with each other over time. Non-stationarity is modeled as stationarity conditioned on an underlying variable, a state, which can be of varying dimension, more or less hidden given observations of the scene, and also depend more or less directly on these observations. We propose a probabilistic deep learning approach called State-Dependent Causal Inference (SDCI) for causal discovery in such conditionally stationary time-series data. Results in two different synthetic scenarios show that this method is able to recover the underlying causal dependencies with high accuracy even in cases with hidden states.
Stochastic Normalizing Flows
The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo (MCMC) or Langevin Dynamics (LD) can suffer from slow mixing times there is a growing interest in using normalizing flows in order to learn the transformation of a simple prior distribution to the given target distribution. Here we propose a generalized and combined approach to sample target densities: Stochastic Normalizing Flows (SNF) -- an arbitrary sequence of deterministic invertible functions and stochastic sampling blocks. We show that stochasticity overcomes expressivity limitations of normalizing flows resulting from the invertibility constraint, whereas trainable transformations between sampling steps improve efficiency of pure MCMC/LD along the flow. By invoking ideas from non-equilibrium statistical mechanics we derive an efficient training procedure by which both the sampler's and the flow's parameters can be optimized end-to-end, and by which we can compute exact importance weights without having to marginalize out the randomness of the stochastic blocks. We illustrate the representational power, sampling efficiency and asymptotic correctness of SNFs on several benchmarks including applications to sampling molecular systems in equilibrium.
Stochastic Interpolants: A Unifying Framework for Flows and Diffusions
A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo & Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic processes called `stochastic interpolants' to bridge any two arbitrary probability density functions exactly in finite time. These interpolants are built by combining data from the two prescribed densities with an additional latent variable that shapes the bridge in a flexible way. The time-dependent probability density function of the stochastic interpolant is shown to satisfy a first-order transport equation as well as a family of forward and backward Fokker-Planck equations with tunable diffusion coefficient. Upon consideration of the time evolution of an individual sample, this viewpoint immediately leads to both deterministic and stochastic generative models based on probability flow equations or stochastic differential equations with an adjustable level of noise. The drift coefficients entering these models are time-dependent velocity fields characterized as the unique minimizers of simple quadratic objective functions, one of which is a new objective for the score of the interpolant density. We show that minimization of these quadratic objectives leads to control of the likelihood for generative models built upon stochastic dynamics, while likelihood control for deterministic dynamics is more stringent. We also discuss connections with other methods such as score-based diffusion models, stochastic localization processes, probabilistic denoising techniques, and rectifying flows. In addition, we demonstrate that stochastic interpolants recover the Schr\"odinger bridge between the two target densities when explicitly optimizing over the interpolant. Finally, algorithmic aspects are discussed and the approach is illustrated on numerical examples.
PROSE-FD: A Multimodal PDE Foundation Model for Learning Multiple Operators for Forecasting Fluid Dynamics
We propose PROSE-FD, a zero-shot multimodal PDE foundational model for simultaneous prediction of heterogeneous two-dimensional physical systems related to distinct fluid dynamics settings. These systems include shallow water equations and the Navier-Stokes equations with incompressible and compressible flow, regular and complex geometries, and different buoyancy settings. This work presents a new transformer-based multi-operator learning approach that fuses symbolic information to perform operator-based data prediction, i.e. non-autoregressive. By incorporating multiple modalities in the inputs, the PDE foundation model builds in a pathway for including mathematical descriptions of the physical behavior. We pre-train our foundation model on 6 parametric families of equations collected from 13 datasets, including over 60K trajectories. Our model outperforms popular operator learning, computer vision, and multi-physics models, in benchmark forward prediction tasks. We test our architecture choices with ablation studies.
Neural Hybrid Automata: Learning Dynamics with Multiple Modes and Stochastic Transitions
Effective control and prediction of dynamical systems often require appropriate handling of continuous-time and discrete, event-triggered processes. Stochastic hybrid systems (SHSs), common across engineering domains, provide a formalism for dynamical systems subject to discrete, possibly stochastic, state jumps and multi-modal continuous-time flows. Despite the versatility and importance of SHSs across applications, a general procedure for the explicit learning of both discrete events and multi-mode continuous dynamics remains an open problem. This work introduces Neural Hybrid Automata (NHAs), a recipe for learning SHS dynamics without a priori knowledge on the number of modes and inter-modal transition dynamics. NHAs provide a systematic inference method based on normalizing flows, neural differential equations and self-supervision. We showcase NHAs on several tasks, including mode recovery and flow learning in systems with stochastic transitions, and end-to-end learning of hierarchical robot controllers.
Timewarp: Transferable Acceleration of Molecular Dynamics by Learning Time-Coarsened Dynamics
Molecular dynamics (MD) simulation is a widely used technique to simulate molecular systems, most commonly at the all-atom resolution where equations of motion are integrated with timesteps on the order of femtoseconds (1fs=10^{-15}s). MD is often used to compute equilibrium properties, which requires sampling from an equilibrium distribution such as the Boltzmann distribution. However, many important processes, such as binding and folding, occur over timescales of milliseconds or beyond, and cannot be efficiently sampled with conventional MD. Furthermore, new MD simulations need to be performed for each molecular system studied. We present Timewarp, an enhanced sampling method which uses a normalising flow as a proposal distribution in a Markov chain Monte Carlo method targeting the Boltzmann distribution. The flow is trained offline on MD trajectories and learns to make large steps in time, simulating the molecular dynamics of 10^{5} - 10^{6}:fs. Crucially, Timewarp is transferable between molecular systems: once trained, we show that it generalises to unseen small peptides (2-4 amino acids) at all-atom resolution, exploring their metastable states and providing wall-clock acceleration of sampling compared to standard MD. Our method constitutes an important step towards general, transferable algorithms for accelerating MD.
Non-Log-Concave and Nonsmooth Sampling via Langevin Monte Carlo Algorithms
We study the problem of approximate sampling from non-log-concave distributions, e.g., Gaussian mixtures, which is often challenging even in low dimensions due to their multimodality. We focus on performing this task via Markov chain Monte Carlo (MCMC) methods derived from discretizations of the overdamped Langevin diffusions, which are commonly known as Langevin Monte Carlo algorithms. Furthermore, we are also interested in two nonsmooth cases for which a large class of proximal MCMC methods have been developed: (i) a nonsmooth prior is considered with a Gaussian mixture likelihood; (ii) a Laplacian mixture distribution. Such nonsmooth and non-log-concave sampling tasks arise from a wide range of applications to Bayesian inference and imaging inverse problems such as image deconvolution. We perform numerical simulations to compare the performance of most commonly used Langevin Monte Carlo algorithms.
Solving physics-based initial value problems with unsupervised machine learning
Initial value problems -- a system of ordinary differential equations and corresponding initial conditions -- can be used to describe many physical phenomena including those arise in classical mechanics. We have developed a novel approach to solve physics-based initial value problems using unsupervised machine learning. We propose a deep learning framework that models the dynamics of a variety of mechanical systems through neural networks. Our framework is flexible, allowing us to solve non-linear, coupled, and chaotic dynamical systems. We demonstrate the effectiveness of our approach on systems including a free particle, a particle in a gravitational field, a classical pendulum, and the H\'enon--Heiles system (a pair of coupled harmonic oscillators with a non-linear perturbation, used in celestial mechanics). Our results show that deep neural networks can successfully approximate solutions to these problems, producing trajectories which conserve physical properties such as energy and those with stationary action. We note that probabilistic activation functions, as defined in this paper, are required to learn any solutions of initial value problems in their strictest sense, and we introduce coupled neural networks to learn solutions of coupled systems.
NeoRL: Efficient Exploration for Nonepisodic RL
We study the problem of nonepisodic reinforcement learning (RL) for nonlinear dynamical systems, where the system dynamics are unknown and the RL agent has to learn from a single trajectory, i.e., without resets. We propose Nonepisodic Optimistic RL (NeoRL), an approach based on the principle of optimism in the face of uncertainty. NeoRL uses well-calibrated probabilistic models and plans optimistically w.r.t. the epistemic uncertainty about the unknown dynamics. Under continuity and bounded energy assumptions on the system, we provide a first-of-its-kind regret bound of O(Gamma_T T) for general nonlinear systems with Gaussian process dynamics. We compare NeoRL to other baselines on several deep RL environments and empirically demonstrate that NeoRL achieves the optimal average cost while incurring the least regret.
Neural Context Flows for Meta-Learning of Dynamical Systems
Neural Ordinary Differential Equations (NODEs) often struggle to adapt to new dynamic behaviors caused by parameter changes in the underlying physical system, even when these dynamics are similar to previously observed behaviors. This problem becomes more challenging when the changing parameters are unobserved, meaning their value or influence cannot be directly measured when collecting data. To address this issue, we introduce Neural Context Flow (NCF), a robust and interpretable Meta-Learning framework that includes uncertainty estimation. NCF uses Taylor expansion to enable contextual self-modulation, allowing context vectors to influence dynamics from other domains while also modulating themselves. After establishing theoretical guarantees, we empirically test NCF and compare it to related adaptation methods. Our results show that NCF achieves state-of-the-art Out-of-Distribution performance on 5 out of 6 linear and non-linear benchmark problems. Through extensive experiments, we explore the flexible model architecture of NCF and the encoded representations within the learned context vectors. Our findings highlight the potential implications of NCF for foundational models in the physical sciences, offering a promising approach to improving the adaptability and generalization of NODEs in various scientific applications. Our code is openly available at https://github.com/ddrous/ncflow.
Mamba Integrated with Physics Principles Masters Long-term Chaotic System Forecasting
Long-term forecasting of chaotic systems from short-term observations remains a fundamental and underexplored challenge due to the intrinsic sensitivity to initial conditions and the complex geometry of strange attractors. Existing approaches often rely on long-term training data or focus on short-term sequence correlations, struggling to maintain predictive stability and dynamical coherence over extended horizons. We propose PhyxMamba, a novel framework that integrates a Mamba-based state-space model with physics-informed principles to capture the underlying dynamics of chaotic systems. By reconstructing the attractor manifold from brief observations using time-delay embeddings, PhyxMamba extracts global dynamical features essential for accurate forecasting. Our generative training scheme enables Mamba to replicate the physical process, augmented by multi-token prediction and attractor geometry regularization for physical constraints, enhancing prediction accuracy and preserving key statistical invariants. Extensive evaluations on diverse simulated and real-world chaotic systems demonstrate that PhyxMamba delivers superior long-term forecasting and faithfully captures essential dynamical invariants from short-term data. This framework opens new avenues for reliably predicting chaotic systems under observation-scarce conditions, with broad implications across climate science, neuroscience, epidemiology, and beyond. Our code is open-source at https://github.com/tsinghua-fib-lab/PhyxMamba.
FlashMD: long-stride, universal prediction of molecular dynamics
Molecular dynamics (MD) provides insights into atomic-scale processes by integrating over time the equations that describe the motion of atoms under the action of interatomic forces. Machine learning models have substantially accelerated MD by providing inexpensive predictions of the forces, but they remain constrained to minuscule time integration steps, which are required by the fast time scale of atomic motion. In this work, we propose FlashMD, a method to predict the evolution of positions and momenta over strides that are between one and two orders of magnitude longer than typical MD time steps. We incorporate considerations on the mathematical and physical properties of Hamiltonian dynamics in the architecture, generalize the approach to allow the simulation of any thermodynamic ensemble, and carefully assess the possible failure modes of such a long-stride MD approach. We validate FlashMD's accuracy in reproducing equilibrium and time-dependent properties, using both system-specific and general-purpose models, extending the ability of MD simulation to reach the long time scales needed to model microscopic processes of high scientific and technological relevance.
Random Quantum Circuits
Quantum circuits -- built from local unitary gates and local measurements -- are a new playground for quantum many-body physics and a tractable setting to explore universal collective phenomena far-from-equilibrium. These models have shed light on longstanding questions about thermalization and chaos, and on the underlying universal dynamics of quantum information and entanglement. In addition, such models generate new sets of questions and give rise to phenomena with no traditional analog, such as new dynamical phases in quantum systems that are monitored by an external observer. Quantum circuit dynamics is also topical in view of experimental progress in building digital quantum simulators that allow control of precisely these ingredients. Randomness in the circuit elements allows a high level of theoretical control, with a key theme being mappings between real-time quantum dynamics and effective classical lattice models or dynamical processes. Many of the universal phenomena that can be identified in this tractable setting apply to much wider classes of more structured many-body dynamics.
Denoising Hamiltonian Network for Physical Reasoning
Machine learning frameworks for physical problems must capture and enforce physical constraints that preserve the structure of dynamical systems. Many existing approaches achieve this by integrating physical operators into neural networks. While these methods offer theoretical guarantees, they face two key limitations: (i) they primarily model local relations between adjacent time steps, overlooking longer-range or higher-level physical interactions, and (ii) they focus on forward simulation while neglecting broader physical reasoning tasks. We propose the Denoising Hamiltonian Network (DHN), a novel framework that generalizes Hamiltonian mechanics operators into more flexible neural operators. DHN captures non-local temporal relationships and mitigates numerical integration errors through a denoising mechanism. DHN also supports multi-system modeling with a global conditioning mechanism. We demonstrate its effectiveness and flexibility across three diverse physical reasoning tasks with distinct inputs and outputs.
Transition Models: Rethinking the Generative Learning Objective
A fundamental dilemma in generative modeling persists: iterative diffusion models achieve outstanding fidelity, but at a significant computational cost, while efficient few-step alternatives are constrained by a hard quality ceiling. This conflict between generation steps and output quality arises from restrictive training objectives that focus exclusively on either infinitesimal dynamics (PF-ODEs) or direct endpoint prediction. We address this challenge by introducing an exact, continuous-time dynamics equation that analytically defines state transitions across any finite time interval. This leads to a novel generative paradigm, Transition Models (TiM), which adapt to arbitrary-step transitions, seamlessly traversing the generative trajectory from single leaps to fine-grained refinement with more steps. Despite having only 865M parameters, TiM achieves state-of-the-art performance, surpassing leading models such as SD3.5 (8B parameters) and FLUX.1 (12B parameters) across all evaluated step counts. Importantly, unlike previous few-step generators, TiM demonstrates monotonic quality improvement as the sampling budget increases. Additionally, when employing our native-resolution strategy, TiM delivers exceptional fidelity at resolutions up to 4096x4096.
State and parameter learning with PaRIS particle Gibbs
Non-linear state-space models, also known as general hidden Markov models, are ubiquitous in statistical machine learning, being the most classical generative models for serial data and sequences in general. The particle-based, rapid incremental smoother PaRIS is a sequential Monte Carlo (SMC) technique allowing for efficient online approximation of expectations of additive functionals under the smoothing distribution in these models. Such expectations appear naturally in several learning contexts, such as likelihood estimation (MLE) and Markov score climbing (MSC). PARIS has linear computational complexity, limited memory requirements and comes with non-asymptotic bounds, convergence results and stability guarantees. Still, being based on self-normalised importance sampling, the PaRIS estimator is biased. Our first contribution is to design a novel additive smoothing algorithm, the Parisian particle Gibbs PPG sampler, which can be viewed as a PaRIS algorithm driven by conditional SMC moves, resulting in bias-reduced estimates of the targeted quantities. We substantiate the PPG algorithm with theoretical results, including new bounds on bias and variance as well as deviation inequalities. Our second contribution is to apply PPG in a learning framework, covering MLE and MSC as special examples. In this context, we establish, under standard assumptions, non-asymptotic bounds highlighting the value of bias reduction and the implicit Rao--Blackwellization of PPG. These are the first non-asymptotic results of this kind in this setting. We illustrate our theoretical results with numerical experiments supporting our claims.
Learning invariant representations of time-homogeneous stochastic dynamical systems
We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to learning the transfer operator or the generator of the system, which in turn can be used for numerous tasks, such as forecasting and interpreting the system dynamics. We show that the search for a good representation can be cast as an optimization problem over neural networks. Our approach is supported by recent results in statistical learning theory, highlighting the role of approximation error and metric distortion in the learning problem. The objective function we propose is associated with projection operators from the representation space to the data space, overcomes metric distortion, and can be empirically estimated from data. In the discrete-time setting, we further derive a relaxed objective function that is differentiable and numerically well-conditioned. We compare our method against state-of-the-art approaches on different datasets, showing better performance across the board.
From non-ergodic eigenvectors to local resolvent statistics and back: a random matrix perspective
We study the statistics of the local resolvent and non-ergodic properties of eigenvectors for a generalised Rosenzweig-Porter Ntimes N random matrix model, undergoing two transitions separated by a delocalised non-ergodic phase. Interpreting the model as the combination of on-site random energies {a_i} and a structurally disordered hopping, we found that each eigenstate is delocalised over N^{2-gamma} sites close in energy |a_j-a_i|leq N^{1-gamma} in agreement with Kravtsov et al, arXiv:1508.01714. Our other main result, obtained combining a recurrence relation for the resolvent matrix with insights from Dyson's Brownian motion, is to show that the properties of the non-ergodic delocalised phase can be probed studying the statistics of the local resolvent in a non-standard scaling limit.
Rolling Diffusion Models
Diffusion models have recently been increasingly applied to temporal data such as video, fluid mechanics simulations, or climate data. These methods generally treat subsequent frames equally regarding the amount of noise in the diffusion process. This paper explores Rolling Diffusion: a new approach that uses a sliding window denoising process. It ensures that the diffusion process progressively corrupts through time by assigning more noise to frames that appear later in a sequence, reflecting greater uncertainty about the future as the generation process unfolds. Empirically, we show that when the temporal dynamics are complex, Rolling Diffusion is superior to standard diffusion. In particular, this result is demonstrated in a video prediction task using the Kinetics-600 video dataset and in a chaotic fluid dynamics forecasting experiment.
Chaos as an interpretable benchmark for forecasting and data-driven modelling
The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying attractor. Chaotic systems thus pose a unique challenge to modern statistical learning techniques, while retaining quantifiable mathematical properties that make them controllable and interpretable as benchmarks. Here, we present a growing database currently comprising 131 known chaotic dynamical systems spanning fields such as astrophysics, climatology, and biochemistry. Each system is paired with precomputed multivariate and univariate time series. Our dataset has comparable scale to existing static time series databases; however, our systems can be re-integrated to produce additional datasets of arbitrary length and granularity. Our dataset is annotated with known mathematical properties of each system, and we perform feature analysis to broadly categorize the diverse dynamics present across the collection. Chaotic systems inherently challenge forecasting models, and across extensive benchmarks we correlate forecasting performance with the degree of chaos present. We also exploit the unique generative properties of our dataset in several proof-of-concept experiments: surrogate transfer learning to improve time series classification, importance sampling to accelerate model training, and benchmarking symbolic regression algorithms.
A Milstein-type method for highly non-linear non-autonomous time-changed stochastic differential equations
A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition and the temporal variables obey some H\"older's continuity condition. The strong convergence in the finite time is studied and the convergence order is obtained.
Blackout Diffusion: Generative Diffusion Models in Discrete-State Spaces
Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state spaces, including many scientific applications. Here, we develop a theoretical formulation for arbitrary discrete-state Markov processes in the forward diffusion process using exact (as opposed to variational) analysis. We relate the theory to the existing continuous-state Gaussian diffusion as well as other approaches to discrete diffusion, and identify the corresponding reverse-time stochastic process and score function in the continuous-time setting, and the reverse-time mapping in the discrete-time setting. As an example of this framework, we introduce ``Blackout Diffusion'', which learns to produce samples from an empty image instead of from noise. Numerical experiments on the CIFAR-10, Binarized MNIST, and CelebA datasets confirm the feasibility of our approach. Generalizing from specific (Gaussian) forward processes to discrete-state processes without a variational approximation sheds light on how to interpret diffusion models, which we discuss.
Phase diagram and eigenvalue dynamics of stochastic gradient descent in multilayer neural networks
Hyperparameter tuning is one of the essential steps to guarantee the convergence of machine learning models. We argue that intuition about the optimal choice of hyperparameters for stochastic gradient descent can be obtained by studying a neural network's phase diagram, in which each phase is characterised by distinctive dynamics of the singular values of weight matrices. Taking inspiration from disordered systems, we start from the observation that the loss landscape of a multilayer neural network with mean squared error can be interpreted as a disordered system in feature space, where the learnt features are mapped to soft spin degrees of freedom, the initial variance of the weight matrices is interpreted as the strength of the disorder, and temperature is given by the ratio of the learning rate and the batch size. As the model is trained, three phases can be identified, in which the dynamics of weight matrices is qualitatively different. Employing a Langevin equation for stochastic gradient descent, previously derived using Dyson Brownian motion, we demonstrate that the three dynamical regimes can be classified effectively, providing practical guidance for the choice of hyperparameters of the optimiser.
Deep Learning-based Approaches for State Space Models: A Selective Review
State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the observations. This paper provides a selective review of recent advancements in deep neural network-based approaches for SSMs, and presents a unified perspective for discrete time deep state space models and continuous time ones such as latent neural Ordinary Differential and Stochastic Differential Equations. It starts with an overview of the classical maximum likelihood based approach for learning SSMs, reviews variational autoencoder as a general learning pipeline for neural network-based approaches in the presence of latent variables, and discusses in detail representative deep learning models that fall under the SSM framework. Very recent developments, where SSMs are used as standalone architectural modules for improving efficiency in sequence modeling, are also examined. Finally, examples involving mixed frequency and irregularly-spaced time series data are presented to demonstrate the advantage of SSMs in these settings.
Diffusion Bridge Implicit Models
Denoising diffusion bridge models (DDBMs) are a powerful variant of diffusion models for interpolating between two arbitrary paired distributions given as endpoints. Despite their promising performance in tasks like image translation, DDBMs require a computationally intensive sampling process that involves the simulation of a (stochastic) differential equation through hundreds of network evaluations. In this work, we take the first step in fast sampling of DDBMs without extra training, motivated by the well-established recipes in diffusion models. We generalize DDBMs via a class of non-Markovian diffusion bridges defined on the discretized timesteps concerning sampling, which share the same marginal distributions and training objectives, give rise to generative processes ranging from stochastic to deterministic, and result in diffusion bridge implicit models (DBIMs). DBIMs are not only up to 25times faster than the vanilla sampler of DDBMs but also induce a novel, simple, and insightful form of ordinary differential equation (ODE) which inspires high-order numerical solvers. Moreover, DBIMs maintain the generation diversity in a distinguished way, by using a booting noise in the initial sampling step, which enables faithful encoding, reconstruction, and semantic interpolation in image translation tasks. Code is available at https://github.com/thu-ml/DiffusionBridge.
User-defined Event Sampling and Uncertainty Quantification in Diffusion Models for Physical Dynamical Systems
Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make predictions and provide uncertainty quantification for chaotic dynamical systems. In these applications, diffusion models can implicitly represent knowledge about outliers and extreme events; however, querying that knowledge through conditional sampling or measuring probabilities is surprisingly difficult. Existing methods for conditional sampling at inference time seek mainly to enforce the constraints, which is insufficient to match the statistics of the distribution or compute the probability of the chosen events. To achieve these ends, optimally one would use the conditional score function, but its computation is typically intractable. In this work, we develop a probabilistic approximation scheme for the conditional score function which provably converges to the true distribution as the noise level decreases. With this scheme we are able to sample conditionally on nonlinear userdefined events at inference time, and matches data statistics even when sampling from the tails of the distribution.
Analyzing Convergence in Quantum Neural Networks: Deviations from Neural Tangent Kernels
A quantum neural network (QNN) is a parameterized mapping efficiently implementable on near-term Noisy Intermediate-Scale Quantum (NISQ) computers. It can be used for supervised learning when combined with classical gradient-based optimizers. Despite the existing empirical and theoretical investigations, the convergence of QNN training is not fully understood. Inspired by the success of the neural tangent kernels (NTKs) in probing into the dynamics of classical neural networks, a recent line of works proposes to study over-parameterized QNNs by examining a quantum version of tangent kernels. In this work, we study the dynamics of QNNs and show that contrary to popular belief it is qualitatively different from that of any kernel regression: due to the unitarity of quantum operations, there is a non-negligible deviation from the tangent kernel regression derived at the random initialization. As a result of the deviation, we prove the at-most sublinear convergence for QNNs with Pauli measurements, which is beyond the explanatory power of any kernel regression dynamics. We then present the actual dynamics of QNNs in the limit of over-parameterization. The new dynamics capture the change of convergence rate during training and implies that the range of measurements is crucial to the fast QNN convergence.
Matrix approach to generalized ensemble theory
We provide a concise framework for generalized ensemble theory through a matrix-based approach. By introducing an observation matrix, any discrete probability distribution, including those for non-equilibrium steady states, can be expressed as a generalized Boltzmann distribution, with observables and conjugate variables as the basis and coordinates in a linear space. In this framework, we identify the minimal sufficient statistics required for inferring the Boltzmann distribution. Furthermore, we show that the Hadamard and Vandermonde matrices are suitable observation matrices for spin systems and random walks. In master equation systems, the probability flux observation matrix facilitates the identification of detailed balance violations. Our findings provide a new approach to developing generalized ensemble theory for non-equilibrium steady-state systems.
Learning to Decouple Complex Systems
A complex system with cluttered observations may be a coupled mixture of multiple simple sub-systems corresponding to latent entities. Such sub-systems may hold distinct dynamics in the continuous-time domain; therein, complicated interactions between sub-systems also evolve over time. This setting is fairly common in the real world but has been less considered. In this paper, we propose a sequential learning approach under this setting by decoupling a complex system for handling irregularly sampled and cluttered sequential observations. Such decoupling brings about not only subsystems describing the dynamics of each latent entity but also a meta-system capturing the interaction between entities over time. Specifically, we argue that the meta-system evolving within a simplex is governed by projected differential equations (ProjDEs). We further analyze and provide neural-friendly projection operators in the context of Bregman divergence. Experimental results on synthetic and real-world datasets show the advantages of our approach when facing complex and cluttered sequential data compared to the state-of-the-art.
Classical Glasses, Black Holes, and Strange Quantum Liquids
From the dynamics of a broad class of classical mean-field glass models one may obtain a quantum model with finite zero-temperature entropy, a quantum transition at zero temperature, and a time-reparametrization (quasi-)invariance in the dynamical equations for correlations. The low eigenvalue spectrum of the resulting quantum model is directly related to the structure and exploration of metastable states in the landscape of the original classical glass model. This mapping reveals deep connections between classical glasses and the properties of SYK-like models.
Spacetime Neural Network for High Dimensional Quantum Dynamics
We develop a spacetime neural network method with second order optimization for solving quantum dynamics from the high dimensional Schr\"{o}dinger equation. In contrast to the standard iterative first order optimization and the time-dependent variational principle, our approach utilizes the implicit mid-point method and generates the solution for all spatial and temporal values simultaneously after optimization. We demonstrate the method in the Schr\"{o}dinger equation with a self-normalized autoregressive spacetime neural network construction. Future explorations for solving different high dimensional differential equations are discussed.
Dueling RL: Reinforcement Learning with Trajectory Preferences
We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute rewards for them. The success of the traditional RL framework crucially relies on the underlying agent-reward model, which, however, depends on how accurately a system designer can express an appropriate reward function and often a non-trivial task. The main novelty of our framework is the ability to learn from preference-based trajectory feedback that eliminates the need to hand-craft numeric reward models. This paper sets up a formal framework for the PbRL problem with non-markovian rewards, where the trajectory preferences are encoded by a generalized linear model of dimension d. Assuming the transition model is known, we then propose an algorithm with almost optimal regret guarantee of mathcal{O}left( SH d log (T / delta) T right). We further, extend the above algorithm to the case of unknown transition dynamics, and provide an algorithm with near optimal regret guarantee mathcal{O}((d + H^2 + |S|)dT +|mathcal{S||A|TH} ). To the best of our knowledge, our work is one of the first to give tight regret guarantees for preference based RL problems with trajectory preferences.
Demystifying the Token Dynamics of Deep Selective State Space Models
Selective state space models (SSM), such as Mamba, have gained prominence for their effectiveness in modeling sequential data. Despite their outstanding empirical performance, a comprehensive theoretical understanding of deep selective SSM remains elusive, hindering their further development and adoption for applications that need high fidelity. In this paper, we investigate the dynamical properties of tokens in a pre-trained Mamba model. In particular, we derive the dynamical system governing the continuous-time limit of the Mamba model and characterize the asymptotic behavior of its solutions. In the one-dimensional case, we prove that only one of the following two scenarios happens: either all tokens converge to zero, or all tokens diverge to infinity. We provide criteria based on model parameters to determine when each scenario occurs. For the convergent scenario, we empirically verify that this scenario negatively impacts the model's performance. For the divergent scenario, we prove that different tokens will diverge to infinity at different rates, thereby contributing unequally to the updates during model training. Based on these investigations, we propose two refinements for the model: excluding the convergent scenario and reordering tokens based on their importance scores, both aimed at improving practical performance. Our experimental results validate these refinements, offering insights into enhancing Mamba's effectiveness in real-world applications.
Respecting causality is all you need for training physics-informed neural networks
While the popularity of physics-informed neural networks (PINNs) is steadily rising, to this date PINNs have not been successful in simulating dynamical systems whose solution exhibits multi-scale, chaotic or turbulent behavior. In this work we attribute this shortcoming to the inability of existing PINNs formulations to respect the spatio-temporal causal structure that is inherent to the evolution of physical systems. We argue that this is a fundamental limitation and a key source of error that can ultimately steer PINN models to converge towards erroneous solutions. We address this pathology by proposing a simple re-formulation of PINNs loss functions that can explicitly account for physical causality during model training. We demonstrate that this simple modification alone is enough to introduce significant accuracy improvements, as well as a practical quantitative mechanism for assessing the convergence of a PINNs model. We provide state-of-the-art numerical results across a series of benchmarks for which existing PINNs formulations fail, including the chaotic Lorenz system, the Kuramoto-Sivashinsky equation in the chaotic regime, and the Navier-Stokes equations in the turbulent regime. To the best of our knowledge, this is the first time that PINNs have been successful in simulating such systems, introducing new opportunities for their applicability to problems of industrial complexity.
Adversarial Schrödinger Bridge Matching
The Schr\"odinger Bridge (SB) problem offers a powerful framework for combining optimal transport and diffusion models. A promising recent approach to solve the SB problem is the Iterative Markovian Fitting (IMF) procedure, which alternates between Markovian and reciprocal projections of continuous-time stochastic processes. However, the model built by the IMF procedure has a long inference time due to using many steps of numerical solvers for stochastic differential equations. To address this limitation, we propose a novel Discrete-time IMF (D-IMF) procedure in which learning of stochastic processes is replaced by learning just a few transition probabilities in discrete time. Its great advantage is that in practice it can be naturally implemented using the Denoising Diffusion GAN (DD-GAN), an already well-established adversarial generative modeling technique. We show that our D-IMF procedure can provide the same quality of unpaired domain translation as the IMF, using only several generation steps instead of hundreds. We provide the code at https://github.com/Daniil-Selikhanovych/ASBM.
On Neural Differential Equations
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.
Metrological detection of multipartite entanglement through dynamical symmetries
Multipartite entanglement, characterized by the quantum Fisher information (QFI), plays a central role in quantum-enhanced metrology and understanding quantum many-body physics. With a dynamical generalization of the Mazur-Suzuki relations, we provide a rigorous lower bound on the QFI for the thermal Gibbs states in terms of dynamical symmetries, i.e., operators with periodic time dependence. We demonstrate that this bound can be saturated when considering a complete set of dynamical symmetries. Moreover, this lower bound with dynamical symmetries can be generalized to the QFI matrix and to the QFI for the thermal pure states, predicted by the eigenstate thermalization hypothesis. Our results reveal a new perspective to detect multipartite entanglement and other generalized variances in an equilibrium system, from its nonstationary dynamical properties, and is promising for studying emergent nonequilibrium many-body physics.
Algorithms for the Markov Entropy Decomposition
The Markov entropy decomposition (MED) is a recently-proposed, cluster-based simulation method for finite temperature quantum systems with arbitrary geometry. In this paper, we detail numerical algorithms for performing the required steps of the MED, principally solving a minimization problem with a preconditioned Newton's algorithm, as well as how to extract global susceptibilities and thermal responses. We demonstrate the power of the method with the spin-1/2 XXZ model on the 2D square lattice, including the extraction of critical points and details of each phase. Although the method shares some qualitative similarities with exact-diagonalization, we show the MED is both more accurate and significantly more flexible.
Generative Modeling of Molecular Dynamics Trajectories
Molecular dynamics (MD) is a powerful technique for studying microscopic phenomena, but its computational cost has driven significant interest in the development of deep learning-based surrogate models. We introduce generative modeling of molecular trajectories as a paradigm for learning flexible multi-task surrogate models of MD from data. By conditioning on appropriately chosen frames of the trajectory, we show such generative models can be adapted to diverse tasks such as forward simulation, transition path sampling, and trajectory upsampling. By alternatively conditioning on part of the molecular system and inpainting the rest, we also demonstrate the first steps towards dynamics-conditioned molecular design. We validate the full set of these capabilities on tetrapeptide simulations and show that our model can produce reasonable ensembles of protein monomers. Altogether, our work illustrates how generative modeling can unlock value from MD data towards diverse downstream tasks that are not straightforward to address with existing methods or even MD itself. Code is available at https://github.com/bjing2016/mdgen.
Nonequilibrium Phenomena in Driven and Active Coulomb Field Theories
The classical Coulomb gas model has served as one of the most versatile frameworks in statistical physics, connecting a vast range of phenomena across many different areas. Nonequilibrium generalisations of this model have so far been studied much more scarcely. With the abundance of contemporary research into active and driven systems, one would naturally expect that such generalisations of systems with long-ranged Coulomb-like interactions will form a fertile playground for interesting developments. Here, we present two examples of novel macroscopic behaviour that arise from nonequilibrium fluctuations in long-range interacting systems, namely (1) unscreened long-ranged correlations in strong electrolytes driven by an external electric field and the associated fluctuation-induced forces in the confined Casimir geometry, and (2) out-of-equilibrium critical behaviour in self-chemotactic models that incorporate the particle polarity in the chemotactic response of the cells. Both of these systems have nonlocal Coulomb-like interactions among their constituent particles, namely, the electrostatic interactions in the case of the driven electrolyte, and the chemotactic forces mediated by fast-diffusing signals in the case of self-chemotactic systems. The results presented here hint to the rich phenomenology of nonequilibrium effects that can arise from strong fluctuations in Coulomb interacting systems, and a rich variety of potential future directions, which are discussed.
Quantum Generative Diffusion Model
This paper introduces the Quantum Generative Diffusion Model (QGDM), a fully quantum-mechanical model for generating quantum state ensembles, inspired by Denoising Diffusion Probabilistic Models. QGDM features a diffusion process that introduces timestep-dependent noise into quantum states, paired with a denoising mechanism trained to reverse this contamination. This model efficiently evolves a completely mixed state into a target quantum state post-training. Our comparative analysis with Quantum Generative Adversarial Networks demonstrates QGDM's superiority, with fidelity metrics exceeding 0.99 in numerical simulations involving up to 4 qubits. Additionally, we present a Resource-Efficient version of QGDM (RE-QGDM), which minimizes the need for auxiliary qubits while maintaining impressive generative capabilities for tasks involving up to 8 qubits. These results showcase the proposed models' potential for tackling challenging quantum generation problems.
Quantum Diffusion Models
We propose a quantum version of a generative diffusion model. In this algorithm, artificial neural networks are replaced with parameterized quantum circuits, in order to directly generate quantum states. We present both a full quantum and a latent quantum version of the algorithm; we also present a conditioned version of these models. The models' performances have been evaluated using quantitative metrics complemented by qualitative assessments. An implementation of a simplified version of the algorithm has been executed on real NISQ quantum hardware.
Panda: A pretrained forecast model for universal representation of chaotic dynamics
Chaotic systems are intrinsically sensitive to small errors, challenging efforts to construct predictive data-driven models of real-world dynamical systems such as fluid flows or neuronal activity. Prior efforts comprise either specialized models trained separately on individual time series, or foundation models trained on vast time series databases with little underlying dynamical structure. Motivated by dynamical systems theory, we present Panda, Patched Attention for Nonlinear DynAmics. We train Panda on a novel synthetic, extensible dataset of 2 times 10^4 chaotic dynamical systems that we discover using an evolutionary algorithm. Trained purely on simulated data, Panda exhibits emergent properties: zero-shot forecasting of unseen real world chaotic systems, and nonlinear resonance patterns in cross-channel attention heads. Despite having been trained only on low-dimensional ordinary differential equations, Panda spontaneously develops the ability to predict partial differential equations without retraining. We demonstrate a neural scaling law for differential equations, underscoring the potential of pretrained models for probing abstract mathematical domains like nonlinear dynamics.
Course Correcting Koopman Representations
Koopman representations aim to learn features of nonlinear dynamical systems (NLDS) which lead to linear dynamics in the latent space. Theoretically, such features can be used to simplify many problems in modeling and control of NLDS. In this work we study autoencoder formulations of this problem, and different ways they can be used to model dynamics, specifically for future state prediction over long horizons. We discover several limitations of predicting future states in the latent space and propose an inference-time mechanism, which we refer to as Periodic Reencoding, for faithfully capturing long term dynamics. We justify this method both analytically and empirically via experiments in low and high dimensional NLDS.
Almost-Linear RNNs Yield Highly Interpretable Symbolic Codes in Dynamical Systems Reconstruction
Dynamical systems (DS) theory is fundamental for many areas of science and engineering. It can provide deep insights into the behavior of systems evolving in time, as typically described by differential or recursive equations. A common approach to facilitate mathematical tractability and interpretability of DS models involves decomposing nonlinear DS into multiple linear DS separated by switching manifolds, i.e. piecewise linear (PWL) systems. PWL models are popular in engineering and a frequent choice in mathematics for analyzing the topological properties of DS. However, hand-crafting such models is tedious and only possible for very low-dimensional scenarios, while inferring them from data usually gives rise to unnecessarily complex representations with very many linear subregions. Here we introduce Almost-Linear Recurrent Neural Networks (AL-RNNs) which automatically and robustly produce most parsimonious PWL representations of DS from time series data, using as few PWL nonlinearities as possible. AL-RNNs can be efficiently trained with any SOTA algorithm for dynamical systems reconstruction (DSR), and naturally give rise to a symbolic encoding of the underlying DS that provably preserves important topological properties. We show that for the Lorenz and R\"ossler systems, AL-RNNs discover, in a purely data-driven way, the known topologically minimal PWL representations of the corresponding chaotic attractors. We further illustrate on two challenging empirical datasets that interpretable symbolic encodings of the dynamics can be achieved, tremendously facilitating mathematical and computational analysis of the underlying systems.
The probabilistic world
Physics is based on probabilities as fundamental entities of a mathematical description. Expectation values of observables are computed according to the classical statistical rule. The overall probability distribution for one world covers all times. The quantum formalism arises once one focuses on the evolution of the time-local probabilistic information. Wave functions or the density matrix allow the formulation of a general linear evolution law for classical statistics. The quantum formalism for classical statistics is a powerful tool which allows us to implement for generalized Ising models the momentum observable with the associated Fourier representation. The association of operators to observables permits the computation of expectation values in terms of the density matrix by the usual quantum rule. We show that probabilistic cellular automata are quantum systems in a formulation with discrete time steps and real wave functions. With a complex structure the evolution operator for automata can be expressed in terms of a Hamiltonian involving fermionic creation and annihilation operators. The time-local probabilistic information amounts to a subsystem of the overall probabilistic system which is correlated with its environment consisting of the past and future. Such subsystems typically involve probabilistic observables for which only a probability distribution for their possible measurement values is available. Incomplete statistics does not permit to compute classical correlation functions for arbitrary subsystem-observables. Bell's inequalities are not generally applicable.
Generalized Teacher Forcing for Learning Chaotic Dynamics
Chaotic dynamical systems (DS) are ubiquitous in nature and society. Often we are interested in reconstructing such systems from observed time series for prediction or mechanistic insight, where by reconstruction we mean learning geometrical and invariant temporal properties of the system in question (like attractors). However, training reconstruction algorithms like recurrent neural networks (RNNs) on such systems by gradient-descent based techniques faces severe challenges. This is mainly due to exploding gradients caused by the exponential divergence of trajectories in chaotic systems. Moreover, for (scientific) interpretability we wish to have as low dimensional reconstructions as possible, preferably in a model which is mathematically tractable. Here we report that a surprisingly simple modification of teacher forcing leads to provably strictly all-time bounded gradients in training on chaotic systems, and, when paired with a simple architectural rearrangement of a tractable RNN design, piecewise-linear RNNs (PLRNNs), allows for faithful reconstruction in spaces of at most the dimensionality of the observed system. We show on several DS that with these amendments we can reconstruct DS better than current SOTA algorithms, in much lower dimensions. Performance differences were particularly compelling on real world data with which most other methods severely struggled. This work thus led to a simple yet powerful DS reconstruction algorithm which is highly interpretable at the same time.
A Multi-Branched Radial Basis Network Approach to Predicting Complex Chaotic Behaviours
In this study, we propose a multi branched network approach to predict the dynamics of a physics attractor characterized by intricate and chaotic behavior. We introduce a unique neural network architecture comprised of Radial Basis Function (RBF) layers combined with an attention mechanism designed to effectively capture nonlinear inter-dependencies inherent in the attractor's temporal evolution. Our results demonstrate successful prediction of the attractor's trajectory across 100 predictions made using a real-world dataset of 36,700 time-series observations encompassing approximately 28 minutes of activity. To further illustrate the performance of our proposed technique, we provide comprehensive visualizations depicting the attractor's original and predicted behaviors alongside quantitative measures comparing observed versus estimated outcomes. Overall, this work showcases the potential of advanced machine learning algorithms in elucidating hidden structures in complex physical systems while offering practical applications in various domains requiring accurate short-term forecasting capabilities.
Fine-Tuning Discrete Diffusion Models via Reward Optimization with Applications to DNA and Protein Design
Recent studies have demonstrated the strong empirical performance of diffusion models on discrete sequences across domains from natural language to biological sequence generation. For example, in the protein inverse folding task, conditional diffusion models have achieved impressive results in generating natural-like sequences that fold back into the original structure. However, practical design tasks often require not only modeling a conditional distribution but also optimizing specific task objectives. For instance, we may prefer protein sequences with high stability. To address this, we consider the scenario where we have pre-trained discrete diffusion models that can generate natural-like sequences, as well as reward models that map sequences to task objectives. We then formulate the reward maximization problem within discrete diffusion models, analogous to reinforcement learning (RL), while minimizing the KL divergence against pretrained diffusion models to preserve naturalness. To solve this RL problem, we propose a novel algorithm, DRAKES, that enables direct backpropagation of rewards through entire trajectories generated by diffusion models, by making the originally non-differentiable trajectories differentiable using the Gumbel-Softmax trick. Our theoretical analysis indicates that our approach can generate sequences that are both natural-like and yield high rewards. While similar tasks have been recently explored in diffusion models for continuous domains, our work addresses unique algorithmic and theoretical challenges specific to discrete diffusion models, which arise from their foundation in continuous-time Markov chains rather than Brownian motion. Finally, we demonstrate the effectiveness of DRAKES in generating DNA and protein sequences that optimize enhancer activity and protein stability, respectively, important tasks for gene therapies and protein-based therapeutics.
Automatic Backward Filtering Forward Guiding for Markov processes and graphical models
We incorporate discrete and continuous time Markov processes as building blocks into probabilistic graphical models with latent and observed variables. We introduce the automatic Backward Filtering Forward Guiding (BFFG) paradigm (Mider et al., 2021) for programmable inference on latent states and model parameters. Our starting point is a generative model, a forward description of the probabilistic process dynamics. We backpropagate the information provided by observations through the model to transform the generative (forward) model into a pre-conditional model guided by the data. It approximates the actual conditional model with known likelihood-ratio between the two. The backward filter and the forward change of measure are suitable to be incorporated into a probabilistic programming context because they can be formulated as a set of transformation rules. The guided generative model can be incorporated in different approaches to efficiently sample latent states and parameters conditional on observations. We show applicability in a variety of settings, including Markov chains with discrete state space, interacting particle systems, state space models, branching diffusions and Gamma processes.
Deep Latent State Space Models for Time-Series Generation
Methods based on ordinary differential equations (ODEs) are widely used to build generative models of time-series. In addition to high computational overhead due to explicitly computing hidden states recurrence, existing ODE-based models fall short in learning sequence data with sharp transitions - common in many real-world systems - due to numerical challenges during optimization. In this work, we propose LS4, a generative model for sequences with latent variables evolving according to a state space ODE to increase modeling capacity. Inspired by recent deep state space models (S4), we achieve speedups by leveraging a convolutional representation of LS4 which bypasses the explicit evaluation of hidden states. We show that LS4 significantly outperforms previous continuous-time generative models in terms of marginal distribution, classification, and prediction scores on real-world datasets in the Monash Forecasting Repository, and is capable of modeling highly stochastic data with sharp temporal transitions. LS4 sets state-of-the-art for continuous-time latent generative models, with significant improvement of mean squared error and tighter variational lower bounds on irregularly-sampled datasets, while also being x100 faster than other baselines on long sequences.
Free-Form Variational Inference for Gaussian Process State-Space Models
Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is computationally and statistically challenging due to the large number of latent variables in the model and the strong temporal dependencies between them. In this paper, we propose a new method for inference in Bayesian GPSSMs, which overcomes the drawbacks of previous approaches, namely over-simplified assumptions, and high computational requirements. Our method is based on free-form variational inference via stochastic gradient Hamiltonian Monte Carlo within the inducing-variable formalism. Furthermore, by exploiting our proposed variational distribution, we provide a collapsed extension of our method where the inducing variables are marginalized analytically. We also showcase results when combining our framework with particle MCMC methods. We show that, on six real-world datasets, our approach can learn transition dynamics and latent states more accurately than competing methods.
Efficient Integrators for Diffusion Generative Models
Diffusion models suffer from slow sample generation at inference time. Therefore, developing a principled framework for fast deterministic/stochastic sampling for a broader class of diffusion models is a promising direction. We propose two complementary frameworks for accelerating sample generation in pre-trained models: Conjugate Integrators and Splitting Integrators. Conjugate integrators generalize DDIM, mapping the reverse diffusion dynamics to a more amenable space for sampling. In contrast, splitting-based integrators, commonly used in molecular dynamics, reduce the numerical simulation error by cleverly alternating between numerical updates involving the data and auxiliary variables. After extensively studying these methods empirically and theoretically, we present a hybrid method that leads to the best-reported performance for diffusion models in augmented spaces. Applied to Phase Space Langevin Diffusion [Pandey & Mandt, 2023] on CIFAR-10, our deterministic and stochastic samplers achieve FID scores of 2.11 and 2.36 in only 100 network function evaluations (NFE) as compared to 2.57 and 2.63 for the best-performing baselines, respectively. Our code and model checkpoints will be made publicly available at https://github.com/mandt-lab/PSLD.
Dynadiff: Single-stage Decoding of Images from Continuously Evolving fMRI
Brain-to-image decoding has been recently propelled by the progress in generative AI models and the availability of large ultra-high field functional Magnetic Resonance Imaging (fMRI). However, current approaches depend on complicated multi-stage pipelines and preprocessing steps that typically collapse the temporal dimension of brain recordings, thereby limiting time-resolved brain decoders. Here, we introduce Dynadiff (Dynamic Neural Activity Diffusion for Image Reconstruction), a new single-stage diffusion model designed for reconstructing images from dynamically evolving fMRI recordings. Our approach offers three main contributions. First, Dynadiff simplifies training as compared to existing approaches. Second, our model outperforms state-of-the-art models on time-resolved fMRI signals, especially on high-level semantic image reconstruction metrics, while remaining competitive on preprocessed fMRI data that collapse time. Third, this approach allows a precise characterization of the evolution of image representations in brain activity. Overall, this work lays the foundation for time-resolved brain-to-image decoding.
Meta Flow Matching: Integrating Vector Fields on the Wasserstein Manifold
Numerous biological and physical processes can be modeled as systems of interacting entities evolving continuously over time, e.g. the dynamics of communicating cells or physical particles. Learning the dynamics of such systems is essential for predicting the temporal evolution of populations across novel samples and unseen environments. Flow-based models allow for learning these dynamics at the population level - they model the evolution of the entire distribution of samples. However, current flow-based models are limited to a single initial population and a set of predefined conditions which describe different dynamics. We argue that multiple processes in natural sciences have to be represented as vector fields on the Wasserstein manifold of probability densities. That is, the change of the population at any moment in time depends on the population itself due to the interactions between samples. In particular, this is crucial for personalized medicine where the development of diseases and their respective treatment response depends on the microenvironment of cells specific to each patient. We propose Meta Flow Matching (MFM), a practical approach to integrating along these vector fields on the Wasserstein manifold by amortizing the flow model over the initial populations. Namely, we embed the population of samples using a Graph Neural Network (GNN) and use these embeddings to train a Flow Matching model. This gives MFM the ability to generalize over the initial distributions unlike previously proposed methods. We demonstrate the ability of MFM to improve prediction of individual treatment responses on a large scale multi-patient single-cell drug screen dataset.
Dynamical Cosmological Constant
The dynamical realisation of the equation of state p +rho =0 is studied. A non-pathological dynamics for the perturbations of such a system mimicking a dynamical cosmological constant (DCC) requires to go beyond the perfect fluid paradigm. It is shown that an anisotropic stress must be always present. The Hamiltonian of the system in isolation resembles the one of a Pais-Uhlenbeck oscillator and linear stability requires that it cannot be positive definite. The dynamics of linear cosmological perturbations in a DCC dominated Universe is studied in detail showing that when DCC is minimally coupled to gravity no dramatic instability is present. In contrast to what happens in a cosmological constant dominated Universe, the non-relativistic matter contrast is no longer constant and exhibits an oscillator behaviour at small scales while it grows weakly at large scales. In the gravitational waves sector, at small scales, the amplitude is still suppressed as the inverse power of the scale factor while it grows logarithmically at large scales. Also the vector modes propagate, though no growing mode is found.
Piecewise-Velocity Model for Learning Continuous-time Dynamic Node Representations
Networks have become indispensable and ubiquitous structures in many fields to model the interactions among different entities, such as friendship in social networks or protein interactions in biological graphs. A major challenge is to understand the structure and dynamics of these systems. Although networks evolve through time, most existing graph representation learning methods target only static networks. Whereas approaches have been developed for the modeling of dynamic networks, there is a lack of efficient continuous time dynamic graph representation learning methods that can provide accurate network characterization and visualization in low dimensions while explicitly accounting for prominent network characteristics such as homophily and transitivity. In this paper, we propose the Piecewise-Velocity Model (PiVeM) for the representation of continuous-time dynamic networks. It learns dynamic embeddings in which the temporal evolution of nodes is approximated by piecewise linear interpolations based on a latent distance model with piecewise constant node-specific velocities. The model allows for analytically tractable expressions of the associated Poisson process likelihood with scalable inference invariant to the number of events. We further impose a scalable Kronecker structured Gaussian Process prior to the dynamics accounting for community structure, temporal smoothness, and disentangled (uncorrelated) latent embedding dimensions optimally learned to characterize the network dynamics. We show that PiVeM can successfully represent network structure and dynamics in ultra-low two-dimensional spaces. It outperforms relevant state-of-art methods in downstream tasks such as link prediction. In summary, PiVeM enables easily interpretable dynamic network visualizations and characterizations that can further improve our understanding of the intrinsic dynamics of time-evolving networks.
SEGNO: Generalizing Equivariant Graph Neural Networks with Physical Inductive Biases
Graph Neural Networks (GNNs) with equivariant properties have emerged as powerful tools for modeling complex dynamics of multi-object physical systems. However, their generalization ability is limited by the inadequate consideration of physical inductive biases: (1) Existing studies overlook the continuity of transitions among system states, opting to employ several discrete transformation layers to learn the direct mapping between two adjacent states; (2) Most models only account for first-order velocity information, despite the fact that many physical systems are governed by second-order motion laws. To incorporate these inductive biases, we propose the Second-order Equivariant Graph Neural Ordinary Differential Equation (SEGNO). Specifically, we show how the second-order continuity can be incorporated into GNNs while maintaining the equivariant property. Furthermore, we offer theoretical insights into SEGNO, highlighting that it can learn a unique trajectory between adjacent states, which is crucial for model generalization. Additionally, we prove that the discrepancy between this learned trajectory of SEGNO and the true trajectory is bounded. Extensive experiments on complex dynamical systems including molecular dynamics and motion capture demonstrate that our model yields a significant improvement over the state-of-the-art baselines.
Computable Stochastic Processes
The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to random variables are discussed, including the approach based on completions in a Polish space. We apply the theory to the study of stochastic dynamical systems in discrete-time, and give a brief exposition of the Wiener process as a foundation for stochastic differential equations. The theory is based within the framework of type-two effectivity, so has an explicit direct link with Turing computation, and is expressed in a system of computable types and operations, so has a clean mathematical description.
DART: Denoising Autoregressive Transformer for Scalable Text-to-Image Generation
Diffusion models have become the dominant approach for visual generation. They are trained by denoising a Markovian process that gradually adds noise to the input. We argue that the Markovian property limits the models ability to fully utilize the generation trajectory, leading to inefficiencies during training and inference. In this paper, we propose DART, a transformer-based model that unifies autoregressive (AR) and diffusion within a non-Markovian framework. DART iteratively denoises image patches spatially and spectrally using an AR model with the same architecture as standard language models. DART does not rely on image quantization, enabling more effective image modeling while maintaining flexibility. Furthermore, DART seamlessly trains with both text and image data in a unified model. Our approach demonstrates competitive performance on class-conditioned and text-to-image generation tasks, offering a scalable, efficient alternative to traditional diffusion models. Through this unified framework, DART sets a new benchmark for scalable, high-quality image synthesis.
Chemistry-Inspired Diffusion with Non-Differentiable Guidance
Recent advances in diffusion models have shown remarkable potential in the conditional generation of novel molecules. These models can be guided in two ways: (i) explicitly, through additional features representing the condition, or (ii) implicitly, using a property predictor. However, training property predictors or conditional diffusion models requires an abundance of labeled data and is inherently challenging in real-world applications. We propose a novel approach that attenuates the limitations of acquiring large labeled datasets by leveraging domain knowledge from quantum chemistry as a non-differentiable oracle to guide an unconditional diffusion model. Instead of relying on neural networks, the oracle provides accurate guidance in the form of estimated gradients, allowing the diffusion process to sample from a conditional distribution specified by quantum chemistry. We show that this results in more precise conditional generation of novel and stable molecular structures. Our experiments demonstrate that our method: (1) significantly reduces atomic forces, enhancing the validity of generated molecules when used for stability optimization; (2) is compatible with both explicit and implicit guidance in diffusion models, enabling joint optimization of molecular properties and stability; and (3) generalizes effectively to molecular optimization tasks beyond stability optimization.
Unleashing the Potential of Fractional Calculus in Graph Neural Networks with FROND
We introduce the FRactional-Order graph Neural Dynamical network (FROND), a new continuous graph neural network (GNN) framework. Unlike traditional continuous GNNs that rely on integer-order differential equations, FROND employs the Caputo fractional derivative to leverage the non-local properties of fractional calculus. This approach enables the capture of long-term dependencies in feature updates, moving beyond the Markovian update mechanisms in conventional integer-order models and offering enhanced capabilities in graph representation learning. We offer an interpretation of the node feature updating process in FROND from a non-Markovian random walk perspective when the feature updating is particularly governed by a diffusion process. We demonstrate analytically that oversmoothing can be mitigated in this setting. Experimentally, we validate the FROND framework by comparing the fractional adaptations of various established integer-order continuous GNNs, demonstrating their consistently improved performance and underscoring the framework's potential as an effective extension to enhance traditional continuous GNNs. The code is available at https://github.com/zknus/ICLR2024-FROND.
Bayesian Bi-clustering of Neural Spiking Activity with Latent Structures
Modern neural recording techniques allow neuroscientists to obtain spiking activity of multiple neurons from different brain regions over long time periods, which requires new statistical methods to be developed for understanding structure of the large-scale data. In this paper, we develop a bi-clustering method to cluster the neural spiking activity spatially and temporally, according to their low-dimensional latent structures. The spatial (neuron) clusters are defined by the latent trajectories within each neural population, while the temporal (state) clusters are defined by (populationally) synchronous local linear dynamics shared with different periods. To flexibly extract the bi-clustering structure, we build the model non-parametrically, and develop an efficient Markov chain Monte Carlo (MCMC) algorithm to sample the posterior distributions of model parameters. Validating our proposed MCMC algorithm through simulations, we find the method can recover unknown parameters and true bi-clustering structures successfully. We then apply the proposed bi-clustering method to multi-regional neural recordings under different experiment settings, where we find that simultaneously considering latent trajectories and spatial-temporal clustering structures can provide us with a more accurate and interpretable result. Overall, the proposed method provides scientific insights for large-scale (counting) time series with elongated recording periods, and it can potentially have application beyond neuroscience.
Piecewise DMD for oscillatory and Turing spatio-temporal dynamics
Dynamic Mode Decomposition (DMD) is an equation-free method that aims at reconstructing the best linear fit from temporal datasets. In this paper, we show that DMD does not provide accurate approximation for datasets describing oscillatory dynamics, like spiral waves and relaxation oscillations, or spatio-temporal Turing instability. Inspired from the classical "divide and conquer" approach, we propose a piecewise version of DMD (pDMD) to overcome this problem. The main idea is to split the original dataset in N submatrices and then apply the exact (randomized) DMD method in each subset of the obtained partition. We describe the pDMD algorithm in detail and we introduce some error indicators to evaluate its performance when N is increased. Numerical experiments show that very accurate reconstructions are obtained by pDMD for datasets arising from time snapshots of some reaction-diffusion PDE systems, like the FitzHugh-Nagumo model, the lambda-omega system and the DIB morpho-chemical system for battery modeling.
Dynamical Linear Bandits
In many real-world sequential decision-making problems, an action does not immediately reflect on the feedback and spreads its effects over a long time frame. For instance, in online advertising, investing in a platform produces an instantaneous increase of awareness, but the actual reward, i.e., a conversion, might occur far in the future. Furthermore, whether a conversion takes place depends on: how fast the awareness grows, its vanishing effects, and the synergy or interference with other advertising platforms. Previous work has investigated the Multi-Armed Bandit framework with the possibility of delayed and aggregated feedback, without a particular structure on how an action propagates in the future, disregarding possible dynamical effects. In this paper, we introduce a novel setting, the Dynamical Linear Bandits (DLB), an extension of the linear bandits characterized by a hidden state. When an action is performed, the learner observes a noisy reward whose mean is a linear function of the hidden state and of the action. Then, the hidden state evolves according to linear dynamics, affected by the performed action too. We start by introducing the setting, discussing the notion of optimal policy, and deriving an expected regret lower bound. Then, we provide an optimistic regret minimization algorithm, Dynamical Linear Upper Confidence Bound (DynLin-UCB), that suffers an expected regret of order mathcal{O} Big( d sqrt{T}{(1-rho)^{3/2}} Big), where rho is a measure of the stability of the system, and d is the dimension of the action vector. Finally, we conduct a numerical validation on a synthetic environment and on real-world data to show the effectiveness of DynLin-UCB in comparison with several baselines.
Continual Model-Based Reinforcement Learning with Hypernetworks
Effective planning in model-based reinforcement learning (MBRL) and model-predictive control (MPC) relies on the accuracy of the learned dynamics model. In many instances of MBRL and MPC, this model is assumed to be stationary and is periodically re-trained from scratch on state transition experience collected from the beginning of environment interactions. This implies that the time required to train the dynamics model - and the pause required between plan executions - grows linearly with the size of the collected experience. We argue that this is too slow for lifelong robot learning and propose HyperCRL, a method that continually learns the encountered dynamics in a sequence of tasks using task-conditional hypernetworks. Our method has three main attributes: first, it includes dynamics learning sessions that do not revisit training data from previous tasks, so it only needs to store the most recent fixed-size portion of the state transition experience; second, it uses fixed-capacity hypernetworks to represent non-stationary and task-aware dynamics; third, it outperforms existing continual learning alternatives that rely on fixed-capacity networks, and does competitively with baselines that remember an ever increasing coreset of past experience. We show that HyperCRL is effective in continual model-based reinforcement learning in robot locomotion and manipulation scenarios, such as tasks involving pushing and door opening. Our project website with videos is at this link https://rvl.cs.toronto.edu/blog/2020/hypercrl
Beyond U: Making Diffusion Models Faster & Lighter
Diffusion models are a family of generative models that yield record-breaking performance in tasks such as image synthesis, video generation, and molecule design. Despite their capabilities, their efficiency, especially in the reverse denoising process, remains a challenge due to slow convergence rates and high computational costs. In this work, we introduce an approach that leverages continuous dynamical systems to design a novel denoising network for diffusion models that is more parameter-efficient, exhibits faster convergence, and demonstrates increased noise robustness. Experimenting with denoising probabilistic diffusion models, our framework operates with approximately a quarter of the parameters and 30% of the Floating Point Operations (FLOPs) compared to standard U-Nets in Denoising Diffusion Probabilistic Models (DDPMs). Furthermore, our model is up to 70% faster in inference than the baseline models when measured in equal conditions while converging to better quality solutions.
Categorical Schrödinger Bridge Matching
The Schr\"odinger Bridge (SB) is a powerful framework for solving generative modeling tasks such as unpaired domain translation. Most SB-related research focuses on continuous data space R^{D} and leaves open theoretical and algorithmic questions about applying SB methods to discrete data, e.g, on finite spaces S^{D}. Notable examples of such sets S are codebooks of vector-quantized (VQ) representations of modern autoencoders, tokens in texts, categories of atoms in molecules, etc. In this paper, we provide a theoretical and algorithmic foundation for solving SB in discrete spaces using the recently introduced Iterative Markovian Fitting (IMF) procedure. Specifically, we theoretically justify the convergence of discrete-time IMF (D-IMF) to SB in discrete spaces. This enables us to develop a practical computational algorithm for SB which we call Categorical Schr\"odinger Bridge Matching (CSBM). We show the performance of CSBM via a series of experiments with synthetic data and VQ representations of images.
Deep learning probability flows and entropy production rates in active matter
Active matter systems, from self-propelled colloids to motile bacteria, are characterized by the conversion of free energy into useful work at the microscopic scale. These systems generically involve physics beyond the reach of equilibrium statistical mechanics, and a persistent challenge has been to understand the nature of their nonequilibrium states. The entropy production rate and the magnitude of the steady-state probability current provide quantitative ways to do so by measuring the breakdown of time-reversal symmetry and the strength of nonequilibrium transport of measure. Yet, their efficient computation has remained elusive, as they depend on the system's unknown and high-dimensional probability density. Here, building upon recent advances in generative modeling, we develop a deep learning framework that estimates the score of this density. We show that the score, together with the microscopic equations of motion, gives direct access to the entropy production rate, the probability current, and their decomposition into local contributions from individual particles, spatial regions, and degrees of freedom. To represent the score, we introduce a novel, spatially-local transformer-based network architecture that learns high-order interactions between particles while respecting their underlying permutation symmetry. We demonstrate the broad utility and scalability of the method by applying it to several high-dimensional systems of interacting active particles undergoing motility-induced phase separation (MIPS). We show that a single instance of our network trained on a system of 4096 particles at one packing fraction can generalize to other regions of the phase diagram, including systems with as many as 32768 particles. We use this observation to quantify the spatial structure of the departure from equilibrium in MIPS as a function of the number of particles and the packing fraction.
On the Trajectory Regularity of ODE-based Diffusion Sampling
Diffusion-based generative models use stochastic differential equations (SDEs) and their equivalent ordinary differential equations (ODEs) to establish a smooth connection between a complex data distribution and a tractable prior distribution. In this paper, we identify several intriguing trajectory properties in the ODE-based sampling process of diffusion models. We characterize an implicit denoising trajectory and discuss its vital role in forming the coupled sampling trajectory with a strong shape regularity, regardless of the generated content. We also describe a dynamic programming-based scheme to make the time schedule in sampling better fit the underlying trajectory structure. This simple strategy requires minimal modification to any given ODE-based numerical solvers and incurs negligible computational cost, while delivering superior performance in image generation, especially in 5sim 10 function evaluations.
Structured Denoising Diffusion Models in Discrete State-Spaces
Denoising diffusion probabilistic models (DDPMs) (Ho et al. 2020) have shown impressive results on image and waveform generation in continuous state spaces. Here, we introduce Discrete Denoising Diffusion Probabilistic Models (D3PMs), diffusion-like generative models for discrete data that generalize the multinomial diffusion model of Hoogeboom et al. 2021, by going beyond corruption processes with uniform transition probabilities. This includes corruption with transition matrices that mimic Gaussian kernels in continuous space, matrices based on nearest neighbors in embedding space, and matrices that introduce absorbing states. The third allows us to draw a connection between diffusion models and autoregressive and mask-based generative models. We show that the choice of transition matrix is an important design decision that leads to improved results in image and text domains. We also introduce a new loss function that combines the variational lower bound with an auxiliary cross entropy loss. For text, this model class achieves strong results on character-level text generation while scaling to large vocabularies on LM1B. On the image dataset CIFAR-10, our models approach the sample quality and exceed the log-likelihood of the continuous-space DDPM model.
Glauber Generative Model: Discrete Diffusion Models via Binary Classification
We introduce the Glauber Generative Model (GGM), a new class of discrete diffusion models, to obtain new samples from a distribution given samples from a discrete space. GGM deploys a discrete Markov chain called the heat bath dynamics (or the Glauber dynamics) to denoise a sequence of noisy tokens to a sample from a joint distribution of discrete tokens. Our novel conceptual framework provides an exact reduction of the task of learning the denoising Markov chain to solving a class of binary classification tasks. More specifically, the model learns to classify a given token in a noisy sequence as signal or noise. In contrast, prior works on discrete diffusion models either solve regression problems to learn importance ratios, or minimize loss functions given by variational approximations. We apply GGM to language modeling and image generation, where images are discretized using image tokenizers like VQGANs. We show that it outperforms existing discrete diffusion models in language generation, and demonstrates strong performance for image generation without using dataset-specific image tokenizers. We also show that our model is capable of performing well in zero-shot control settings like text and image infilling.
FaDIn: Fast Discretized Inference for Hawkes Processes with General Parametric Kernels
Temporal point processes (TPP) are a natural tool for modeling event-based data. Among all TPP models, Hawkes processes have proven to be the most widely used, mainly due to their adequate modeling for various applications, particularly when considering exponential or non-parametric kernels. Although non-parametric kernels are an option, such models require large datasets. While exponential kernels are more data efficient and relevant for specific applications where events immediately trigger more events, they are ill-suited for applications where latencies need to be estimated, such as in neuroscience. This work aims to offer an efficient solution to TPP inference using general parametric kernels with finite support. The developed solution consists of a fast ell_2 gradient-based solver leveraging a discretized version of the events. After theoretically supporting the use of discretization, the statistical and computational efficiency of the novel approach is demonstrated through various numerical experiments. Finally, the method's effectiveness is evaluated by modeling the occurrence of stimuli-induced patterns from brain signals recorded with magnetoencephalography (MEG). Given the use of general parametric kernels, results show that the proposed approach leads to an improved estimation of pattern latency than the state-of-the-art.
A Dynamical View of the Question of Why
We address causal reasoning in multivariate time series data generated by stochastic processes. Existing approaches are largely restricted to static settings, ignoring the continuity and emission of variations across time. In contrast, we propose a learning paradigm that directly establishes causation between events in the course of time. We present two key lemmas to compute causal contributions and frame them as reinforcement learning problems. Our approach offers formal and computational tools for uncovering and quantifying causal relationships in diffusion processes, subsuming various important settings such as discrete-time Markov decision processes. Finally, in fairly intricate experiments and through sheer learning, our framework reveals and quantifies causal links, which otherwise seem inexplicable.
Improved sampling via learned diffusions
Recently, a series of papers proposed deep learning-based approaches to sample from unnormalized target densities using controlled diffusion processes. In this work, we identify these approaches as special cases of the Schr\"odinger bridge problem, seeking the most likely stochastic evolution between a given prior distribution and the specified target. We further generalize this framework by introducing a variational formulation based on divergences between path space measures of time-reversed diffusion processes. This abstract perspective leads to practical losses that can be optimized by gradient-based algorithms and includes previous objectives as special cases. At the same time, it allows us to consider divergences other than the reverse Kullback-Leibler divergence that is known to suffer from mode collapse. In particular, we propose the so-called log-variance loss, which exhibits favorable numerical properties and leads to significantly improved performance across all considered approaches.
Optimal fidelity in implementing Grover's search algorithm on open quantum system
We investigate the fidelity of Grover's search algorithm by implementing it on an open quantum system. In particular, we study with what accuracy one can estimate that the algorithm would deliver the searched state. In reality, every system has some influence of its environment. We include the environmental effects on the system dynamics by using a recently reported fluctuation-regulated quantum master equation (FRQME). The FRQME indicates that in addition to the regular relaxation due to system-environment coupling, the applied drive also causes dissipation in the system dynamics. As a result, the fidelity is found to depend on both the drive-induced dissipative terms and the relaxation terms and we find that there exists a competition between them, leading to an optimum value of the drive amplitude for which the fidelity becomes maximum. For efficient implementation of the search algorithm, precise knowledge of this optimum drive amplitude is essential.
Learning Collective Variables for Protein Folding with Labeled Data Augmentation through Geodesic Interpolation
In molecular dynamics (MD) simulations, rare events, such as protein folding, are typically studied by means of enhanced sampling techniques, most of which rely on the definition of a collective variable (CV) along which the acceleration occurs. Obtaining an expressive CV is crucial, but often hindered by the lack of information about the particular event, e.g., the transition from unfolded to folded conformation. We propose a simulation-free data augmentation strategy using physics-inspired metrics to generate geodesic interpolations resembling protein folding transitions, thereby improving sampling efficiency without true transition state samples. Leveraging interpolation progress parameters, we introduce a regression-based learning scheme for CV models, which outperforms classifier-based methods when transition state data is limited and noisy
Control flow in active inference systems
Living systems face both environmental complexity and limited access to free-energy resources. Survival under these conditions requires a control system that can activate, or deploy, available perception and action resources in a context specific way. We show here that when systems are described as executing active inference driven by the free-energy principle (and hence can be considered Bayesian prediction-error minimizers), their control flow systems can always be represented as tensor networks (TNs). We show how TNs as control systems can be implmented within the general framework of quantum topological neural networks, and discuss the implications of these results for modeling biological systems at multiple scales.
Limits and Powers of Koopman Learning
Dynamical systems provide a comprehensive way to study complex and changing behaviors across various sciences. Many modern systems are too complicated to analyze directly or we do not have access to models, driving significant interest in learning methods. Koopman operators have emerged as a dominant approach because they allow the study of nonlinear dynamics using linear techniques by solving an infinite-dimensional spectral problem. However, current algorithms face challenges such as lack of convergence, hindering practical progress. This paper addresses a fundamental open question: When can we robustly learn the spectral properties of Koopman operators from trajectory data of dynamical systems, and when can we not? Understanding these boundaries is crucial for analysis, applications, and designing algorithms. We establish a foundational approach that combines computational analysis and ergodic theory, revealing the first fundamental barriers -- universal for any algorithm -- associated with system geometry and complexity, regardless of data quality and quantity. For instance, we demonstrate well-behaved smooth dynamical systems on tori where non-trivial eigenfunctions of the Koopman operator cannot be determined by any sequence of (even randomized) algorithms, even with unlimited training data. Additionally, we identify when learning is possible and introduce optimal algorithms with verification that overcome issues in standard methods. These results pave the way for a sharp classification theory of data-driven dynamical systems based on how many limits are needed to solve a problem. These limits characterize all previous methods, presenting a unified view. Our framework systematically determines when and how Koopman spectral properties can be learned.
Deep Unsupervised Learning using Nonequilibrium Thermodynamics
A central problem in machine learning involves modeling complex data-sets using highly flexible families of probability distributions in which learning, sampling, inference, and evaluation are still analytically or computationally tractable. Here, we develop an approach that simultaneously achieves both flexibility and tractability. The essential idea, inspired by non-equilibrium statistical physics, is to systematically and slowly destroy structure in a data distribution through an iterative forward diffusion process. We then learn a reverse diffusion process that restores structure in data, yielding a highly flexible and tractable generative model of the data. This approach allows us to rapidly learn, sample from, and evaluate probabilities in deep generative models with thousands of layers or time steps, as well as to compute conditional and posterior probabilities under the learned model. We additionally release an open source reference implementation of the algorithm.
A Periodic Bayesian Flow for Material Generation
Generative modeling of crystal data distribution is an important yet challenging task due to the unique periodic physical symmetry of crystals. Diffusion-based methods have shown early promise in modeling crystal distribution. More recently, Bayesian Flow Networks were introduced to aggregate noisy latent variables, resulting in a variance-reduced parameter space that has been shown to be advantageous for modeling Euclidean data distributions with structural constraints (Song et al., 2023). Inspired by this, we seek to unlock its potential for modeling variables located in non-Euclidean manifolds e.g. those within crystal structures, by overcoming challenging theoretical issues. We introduce CrysBFN, a novel crystal generation method by proposing a periodic Bayesian flow, which essentially differs from the original Gaussian-based BFN by exhibiting non-monotonic entropy dynamics. To successfully realize the concept of periodic Bayesian flow, CrysBFN integrates a new entropy conditioning mechanism and empirically demonstrates its significance compared to time-conditioning. Extensive experiments over both crystal ab initio generation and crystal structure prediction tasks demonstrate the superiority of CrysBFN, which consistently achieves new state-of-the-art on all benchmarks. Surprisingly, we found that CrysBFN enjoys a significant improvement in sampling efficiency, e.g., ~100x speedup 10 v.s. 2000 steps network forwards) compared with previous diffusion-based methods on MP-20 dataset. Code is available at https://github.com/wu-han-lin/CrysBFN.
Neural Diffusion Models
Diffusion models have shown remarkable performance on many generative tasks. Despite recent success, most diffusion models are restricted in that they only allow linear transformation of the data distribution. In contrast, broader family of transformations can potentially help train generative distributions more efficiently, simplifying the reverse process and closing the gap between the true negative log-likelihood and the variational approximation. In this paper, we present Neural Diffusion Models (NDMs), a generalization of conventional diffusion models that enables defining and learning time-dependent non-linear transformations of data. We show how to optimise NDMs using a variational bound in a simulation-free setting. Moreover, we derive a time-continuous formulation of NDMs, which allows fast and reliable inference using off-the-shelf numerical ODE and SDE solvers. Finally, we demonstrate the utility of NDMs with learnable transformations through experiments on standard image generation benchmarks, including CIFAR-10, downsampled versions of ImageNet and CelebA-HQ. NDMs outperform conventional diffusion models in terms of likelihood and produce high-quality samples.
Force-Free Molecular Dynamics Through Autoregressive Equivariant Networks
Molecular dynamics (MD) simulations play a crucial role in scientific research. Yet their computational cost often limits the timescales and system sizes that can be explored. Most data-driven efforts have been focused on reducing the computational cost of accurate interatomic forces required for solving the equations of motion. Despite their success, however, these machine learning interatomic potentials (MLIPs) are still bound to small time-steps. In this work, we introduce TrajCast, a transferable and data-efficient framework based on autoregressive equivariant message passing networks that directly updates atomic positions and velocities lifting the constraints imposed by traditional numerical integration. We benchmark our framework across various systems, including a small molecule, crystalline material, and bulk liquid, demonstrating excellent agreement with reference MD simulations for structural, dynamical, and energetic properties. Depending on the system, TrajCast allows for forecast intervals up to 30times larger than traditional MD time-steps, generating over 15 ns of trajectory data per day for a solid with more than 4,000 atoms. By enabling efficient large-scale simulations over extended timescales, TrajCast can accelerate materials discovery and explore physical phenomena beyond the reach of traditional simulations and experiments. An open-source implementation of TrajCast is accessible under https://github.com/IBM/trajcast.
Generative Modeling by Estimating Gradients of the Data Distribution
We introduce a new generative model where samples are produced via Langevin dynamics using gradients of the data distribution estimated with score matching. Because gradients can be ill-defined and hard to estimate when the data resides on low-dimensional manifolds, we perturb the data with different levels of Gaussian noise, and jointly estimate the corresponding scores, i.e., the vector fields of gradients of the perturbed data distribution for all noise levels. For sampling, we propose an annealed Langevin dynamics where we use gradients corresponding to gradually decreasing noise levels as the sampling process gets closer to the data manifold. Our framework allows flexible model architectures, requires no sampling during training or the use of adversarial methods, and provides a learning objective that can be used for principled model comparisons. Our models produce samples comparable to GANs on MNIST, CelebA and CIFAR-10 datasets, achieving a new state-of-the-art inception score of 8.87 on CIFAR-10. Additionally, we demonstrate that our models learn effective representations via image inpainting experiments.
Structured Stochastic Gradient MCMC
Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is considered the gold standard for Bayesian inference in large-scale models, such as Bayesian neural networks. Since practitioners face speed versus accuracy tradeoffs in these models, variational inference (VI) is often the preferable option. Unfortunately, VI makes strong assumptions on both the factorization and functional form of the posterior. In this work, we propose a new non-parametric variational approximation that makes no assumptions about the approximate posterior's functional form and allows practitioners to specify the exact dependencies the algorithm should respect or break. The approach relies on a new Langevin-type algorithm that operates on a modified energy function, where parts of the latent variables are averaged over samples from earlier iterations of the Markov chain. This way, statistical dependencies can be broken in a controlled way, allowing the chain to mix faster. This scheme can be further modified in a "dropout" manner, leading to even more scalability. We test our scheme for ResNet-20 on CIFAR-10, SVHN, and FMNIST. In all cases, we find improvements in convergence speed and/or final accuracy compared to SG-MCMC and VI.
Discrete-Time Hybrid Automata Learning: Legged Locomotion Meets Skateboarding
This paper introduces Discrete-time Hybrid Automata Learning (DHAL), a framework using on-policy Reinforcement Learning to identify and execute mode-switching without trajectory segmentation or event function learning. Hybrid dynamical systems, which include continuous flow and discrete mode switching, can model robotics tasks like legged robot locomotion. Model-based methods usually depend on predefined gaits, while model-free approaches lack explicit mode-switching knowledge. Current methods identify discrete modes via segmentation before regressing continuous flow, but learning high-dimensional complex rigid body dynamics without trajectory labels or segmentation is a challenging open problem. Our approach incorporates a beta policy distribution and a multi-critic architecture to model contact-guided motions, exemplified by a challenging quadrupedal robot skateboard task. We validate our method through simulations and real-world tests, demonstrating robust performance in hybrid dynamical systems.
Restoration-Degradation Beyond Linear Diffusions: A Non-Asymptotic Analysis For DDIM-Type Samplers
We develop a framework for non-asymptotic analysis of deterministic samplers used for diffusion generative modeling. Several recent works have analyzed stochastic samplers using tools like Girsanov's theorem and a chain rule variant of the interpolation argument. Unfortunately, these techniques give vacuous bounds when applied to deterministic samplers. We give a new operational interpretation for deterministic sampling by showing that one step along the probability flow ODE can be expressed as two steps: 1) a restoration step that runs gradient ascent on the conditional log-likelihood at some infinitesimally previous time, and 2) a degradation step that runs the forward process using noise pointing back towards the current iterate. This perspective allows us to extend denoising diffusion implicit models to general, non-linear forward processes. We then develop the first polynomial convergence bounds for these samplers under mild conditions on the data distribution.
Efficient Dynamics Modeling in Interactive Environments with Koopman Theory
The accurate modeling of dynamics in interactive environments is critical for successful long-range prediction. Such a capability could advance Reinforcement Learning (RL) and Planning algorithms, but achieving it is challenging. Inaccuracies in model estimates can compound, resulting in increased errors over long horizons. We approach this problem from the lens of Koopman theory, where the nonlinear dynamics of the environment can be linearized in a high-dimensional latent space. This allows us to efficiently parallelize the sequential problem of long-range prediction using convolution while accounting for the agent's action at every time step. Our approach also enables stability analysis and better control over gradients through time. Taken together, these advantages result in significant improvement over the existing approaches, both in the efficiency and the accuracy of modeling dynamics over extended horizons. We also show that this model can be easily incorporated into dynamics modeling for model-based planning and model-free RL and report promising experimental results.
Quantum circuit synthesis with diffusion models
Quantum computing has recently emerged as a transformative technology. Yet, its promised advantages rely on efficiently translating quantum operations into viable physical realizations. In this work, we use generative machine learning models, specifically denoising diffusion models (DMs), to facilitate this transformation. Leveraging text-conditioning, we steer the model to produce desired quantum operations within gate-based quantum circuits. Notably, DMs allow to sidestep during training the exponential overhead inherent in the classical simulation of quantum dynamics -- a consistent bottleneck in preceding ML techniques. We demonstrate the model's capabilities across two tasks: entanglement generation and unitary compilation. The model excels at generating new circuits and supports typical DM extensions such as masking and editing to, for instance, align the circuit generation to the constraints of the targeted quantum device. Given their flexibility and generalization abilities, we envision DMs as pivotal in quantum circuit synthesis, enhancing both practical applications but also insights into theoretical quantum computation.
One-hot Generalized Linear Model for Switching Brain State Discovery
Exposing meaningful and interpretable neural interactions is critical to understanding neural circuits. Inferred neural interactions from neural signals primarily reflect functional interactions. In a long experiment, subject animals may experience different stages defined by the experiment, stimuli, or behavioral states, and hence functional interactions can change over time. To model dynamically changing functional interactions, prior work employs state-switching generalized linear models with hidden Markov models (i.e., HMM-GLMs). However, we argue they lack biological plausibility, as functional interactions are shaped and confined by the underlying anatomical connectome. Here, we propose a novel prior-informed state-switching GLM. We introduce both a Gaussian prior and a one-hot prior over the GLM in each state. The priors are learnable. We will show that the learned prior should capture the state-constant interaction, shedding light on the underlying anatomical connectome and revealing more likely physical neuron interactions. The state-dependent interaction modeled by each GLM offers traceability to capture functional variations across multiple brain states. Our methods effectively recover true interaction structures in simulated data, achieve the highest predictive likelihood with real neural datasets, and render interaction structures and hidden states more interpretable when applied to real neural data.
Density estimation using Real NVP
Unsupervised learning of probabilistic models is a central yet challenging problem in machine learning. Specifically, designing models with tractable learning, sampling, inference and evaluation is crucial in solving this task. We extend the space of such models using real-valued non-volume preserving (real NVP) transformations, a set of powerful invertible and learnable transformations, resulting in an unsupervised learning algorithm with exact log-likelihood computation, exact sampling, exact inference of latent variables, and an interpretable latent space. We demonstrate its ability to model natural images on four datasets through sampling, log-likelihood evaluation and latent variable manipulations.
Fluctuation Domains in Adaptive Evolution
We derive an expression for the variation between parallel trajectories in phenotypic evolution, extending the well known result that predicts the mean evolutionary path in adaptive dynamics or quantitative genetics. We show how this expression gives rise to the notion of fluctuation domains - parts of the fitness landscape where the rate of evolution is very predictable (due to fluctuation dissipation) and parts where it is highly variable (due to fluctuation enhancement). These fluctuation domains are determined by the curvature of the fitness landscape. Regions of the fitness landscape with positive curvature, such as adaptive valleys or branching points, experience enhancement. Regions with negative curvature, such as adaptive peaks, experience dissipation. We explore these dynamics in the ecological scenarios of implicit and explicit competition for a limiting resource.
Counterfactual Analysis in Dynamic Latent State Models
We provide an optimization-based framework to perform counterfactual analysis in a dynamic model with hidden states. Our framework is grounded in the ``abduction, action, and prediction'' approach to answer counterfactual queries and handles two key challenges where (1) the states are hidden and (2) the model is dynamic. Recognizing the lack of knowledge on the underlying causal mechanism and the possibility of infinitely many such mechanisms, we optimize over this space and compute upper and lower bounds on the counterfactual quantity of interest. Our work brings together ideas from causality, state-space models, simulation, and optimization, and we apply it on a breast cancer case study. To the best of our knowledge, we are the first to compute lower and upper bounds on a counterfactual query in a dynamic latent-state model.
A Low-complexity Structured Neural Network to Realize States of Dynamical Systems
Data-driven learning is rapidly evolving and places a new perspective on realizing state-space dynamical systems. However, dynamical systems derived from nonlinear ordinary differential equations (ODEs) suffer from limitations in computational efficiency. Thus, this paper stems from data-driven learning to advance states of dynamical systems utilizing a structured neural network (StNN). The proposed learning technique also seeks to identify an optimal, low-complexity operator to solve dynamical systems, the so-called Hankel operator, derived from time-delay measurements. Thus, we utilize the StNN based on the Hankel operator to solve dynamical systems as an alternative to existing data-driven techniques. We show that the proposed StNN reduces the number of parameters and computational complexity compared with the conventional neural networks and also with the classical data-driven techniques, such as Sparse Identification of Nonlinear Dynamics (SINDy) and Hankel Alternative view of Koopman (HAVOK), which is commonly known as delay-Dynamic Mode Decomposition(DMD) or Hankel-DMD. More specifically, we present numerical simulations to solve dynamical systems utilizing the StNN based on the Hankel operator beginning from the fundamental Lotka-Volterra model, where we compare the StNN with the LEarning Across Dynamical Systems (LEADS), and extend our analysis to highly nonlinear and chaotic Lorenz systems, comparing the StNN with conventional neural networks, SINDy, and HAVOK. Hence, we show that the proposed StNN paves the way for realizing state-space dynamical systems with a low-complexity learning algorithm, enabling prediction and understanding of future states.
Quantum Denoising Diffusion Models
In recent years, machine learning models like DALL-E, Craiyon, and Stable Diffusion have gained significant attention for their ability to generate high-resolution images from concise descriptions. Concurrently, quantum computing is showing promising advances, especially with quantum machine learning which capitalizes on quantum mechanics to meet the increasing computational requirements of traditional machine learning algorithms. This paper explores the integration of quantum machine learning and variational quantum circuits to augment the efficacy of diffusion-based image generation models. Specifically, we address two challenges of classical diffusion models: their low sampling speed and the extensive parameter requirements. We introduce two quantum diffusion models and benchmark their capabilities against their classical counterparts using MNIST digits, Fashion MNIST, and CIFAR-10. Our models surpass the classical models with similar parameter counts in terms of performance metrics FID, SSIM, and PSNR. Moreover, we introduce a consistency model unitary single sampling architecture that combines the diffusion procedure into a single step, enabling a fast one-step image generation.
Dynamical properties of a small heterogeneous chain network of neurons in discrete time
We propose a novel nonlinear bidirectionally coupled heterogeneous chain network whose dynamics evolve in discrete time. The backbone of the model is a pair of popular map-based neuron models, the Chialvo and the Rulkov maps. This model is assumed to proximate the intricate dynamical properties of neurons in the widely complex nervous system. The model is first realized via various nonlinear analysis techniques: fixed point analysis, phase portraits, Jacobian matrix, and bifurcation diagrams. We observe the coexistence of chaotic and period-4 attractors. Various codimension-1 and -2 patterns for example saddle-node, period-doubling, Neimark-Sacker, double Neimark-Sacker, flip- and fold-Neimark Sacker, and 1:1 and 1:2 resonance are also explored. Furthermore, the study employs two synchronization measures to quantify how the oscillators in the network behave in tandem with each other over a long number of iterations. Finally, a time series analysis of the model is performed to investigate its complexity in terms of sample entropy.
TempoRL: laser pulse temporal shape optimization with Deep Reinforcement Learning
High Power Laser's (HPL) optimal performance is essential for the success of a wide variety of experimental tasks related to light-matter interactions. Traditionally, HPL parameters are optimised in an automated fashion relying on black-box numerical methods. However, these can be demanding in terms of computational resources and usually disregard transient and complex dynamics. Model-free Deep Reinforcement Learning (DRL) offers a promising alternative framework for optimising HPL performance since it allows to tune the control parameters as a function of system states subject to nonlinear temporal dynamics without requiring an explicit dynamics model of those. Furthermore, DRL aims to find an optimal control policy rather than a static parameter configuration, particularly suitable for dynamic processes involving sequential decision-making. This is particularly relevant as laser systems are typically characterised by dynamic rather than static traits. Hence the need for a strategy to choose the control applied based on the current context instead of one single optimal control configuration. This paper investigates the potential of DRL in improving the efficiency and safety of HPL control systems. We apply this technique to optimise the temporal profile of laser pulses in the L1 pump laser hosted at the ELI Beamlines facility. We show how to adapt DRL to the setting of spectral phase control by solely tuning dispersion coefficients of the spectral phase and reaching pulses similar to transform limited with full-width at half-maximum (FWHM) of ca1.6 ps.
Scalable Bayesian Uncertainty Quantification for Neural Network Potentials: Promise and Pitfalls
Neural network (NN) potentials promise highly accurate molecular dynamics (MD) simulations within the computational complexity of classical MD force fields. However, when applied outside their training domain, NN potential predictions can be inaccurate, increasing the need for Uncertainty Quantification (UQ). Bayesian modeling provides the mathematical framework for UQ, but classical Bayesian methods based on Markov chain Monte Carlo (MCMC) are computationally intractable for NN potentials. By training graph NN potentials for coarse-grained systems of liquid water and alanine dipeptide, we demonstrate here that scalable Bayesian UQ via stochastic gradient MCMC (SG-MCMC) yields reliable uncertainty estimates for MD observables. We show that cold posteriors can reduce the required training data size and that for reliable UQ, multiple Markov chains are needed. Additionally, we find that SG-MCMC and the Deep Ensemble method achieve comparable results, despite shorter training and less hyperparameter tuning of the latter. We show that both methods can capture aleatoric and epistemic uncertainty reliably, but not systematic uncertainty, which needs to be minimized by adequate modeling to obtain accurate credible intervals for MD observables. Our results represent a step towards accurate UQ that is of vital importance for trustworthy NN potential-based MD simulations required for decision-making in practice.
Non-stationary Reinforcement Learning under General Function Approximation
General function approximation is a powerful tool to handle large state and action spaces in a broad range of reinforcement learning (RL) scenarios. However, theoretical understanding of non-stationary MDPs with general function approximation is still limited. In this paper, we make the first such an attempt. We first propose a new complexity metric called dynamic Bellman Eluder (DBE) dimension for non-stationary MDPs, which subsumes majority of existing tractable RL problems in static MDPs as well as non-stationary MDPs. Based on the proposed complexity metric, we propose a novel confidence-set based model-free algorithm called SW-OPEA, which features a sliding window mechanism and a new confidence set design for non-stationary MDPs. We then establish an upper bound on the dynamic regret for the proposed algorithm, and show that SW-OPEA is provably efficient as long as the variation budget is not significantly large. We further demonstrate via examples of non-stationary linear and tabular MDPs that our algorithm performs better in small variation budget scenario than the existing UCB-type algorithms. To the best of our knowledge, this is the first dynamic regret analysis in non-stationary MDPs with general function approximation.
Regularized Langevin Dynamics for Combinatorial Optimization
This work proposes a simple yet effective sampling framework for combinatorial optimization (CO). Our method builds on discrete Langevin dynamics (LD), an efficient gradient-guided generative paradigm. However, we observe that directly applying LD often leads to limited exploration. To overcome this limitation, we propose the Regularized Langevin Dynamics (RLD), which enforces an expected distance between the sampled and current solutions, effectively avoiding local minima. We develop two CO solvers on top of RLD, one based on simulated annealing (SA), and the other one based on neural network (NN). Empirical results on three classic CO problems demonstrate that both of our methods can achieve comparable or better performance against the previous state-of-the-art (SOTA) SA- and NN-based solvers. In particular, our SA algorithm reduces the runtime of the previous SOTA SA method by up to 80\%, while achieving equal or superior performance. In summary, RLD offers a promising framework for enhancing both traditional heuristics and NN models to solve CO problems. Our code is available at https://github.com/Shengyu-Feng/RLD4CO.
Fidelity-Aware Data Composition for Robust Robot Generalization
Generalist robot policies trained on large-scale, visually homogeneous datasets can be susceptible to shortcut learning, which impairs their out-of-distribution (OOD) generalization. While generative data augmentation is a common approach to introduce diversity, it presents a subtle challenge: data composition. Naively mixing real and synthetic data can corrupt the learning signal, as this process often prioritizes visual diversity at the expense of information fidelity. This paper suggests that robust generalization depends on principled, fidelity-aware data composition. We introduce Coherent Information Fidelity Tuning (CIFT), a framework that treats data composition as an optimization problem. CIFT uses a practical proxy for Information Fidelity based on the feature-space geometry of a dataset. This enables the identification of a phase transition, termed the Decoherence Point, where training stability degrades. The framework includes a generative engine, Multi-View Video Augmentation (MVAug), to synthesize a causally disentangled data spectrum for this tuning process. Applying CIFT to policy architectures such as pi_0 and Diffusion Policy improves OOD success rates by over 54\%. These results indicate that fidelity-aware composition, beyond data synthesis alone, is an important component for developing robust, general-purpose robots.
Stochastic Latent Residual Video Prediction
Designing video prediction models that account for the inherent uncertainty of the future is challenging. Most works in the literature are based on stochastic image-autoregressive recurrent networks, which raises several performance and applicability issues. An alternative is to use fully latent temporal models which untie frame synthesis and temporal dynamics. However, no such model for stochastic video prediction has been proposed in the literature yet, due to design and training difficulties. In this paper, we overcome these difficulties by introducing a novel stochastic temporal model whose dynamics are governed in a latent space by a residual update rule. This first-order scheme is motivated by discretization schemes of differential equations. It naturally models video dynamics as it allows our simpler, more interpretable, latent model to outperform prior state-of-the-art methods on challenging datasets.
Avoiding tipping points in fisheries management through Gaussian Process Dynamic Programming
Model uncertainty and limited data are fundamental challenges to robust management of human intervention in a natural system. These challenges are acutely highlighted by concerns that many ecological systems may contain tipping points, such as Allee population sizes. Before a collapse, we do not know where the tipping points lie, if they exist at all. Hence, we know neither a complete model of the system dynamics nor do we have access to data in some large region of state-space where such a tipping point might exist. We illustrate how a Bayesian Non-Parametric (BNP) approach using a Gaussian Process (GP) prior provides a flexible representation of this inherent uncertainty. We embed GPs in a Stochastic Dynamic Programming (SDP) framework in order to make robust management predictions with both model uncertainty and limited data. We use simulations to evaluate this approach as compared with the standard approach of using model selection to choose from a set of candidate models. We find that model selection erroneously favors models without tipping points -- leading to harvest policies that guarantee extinction. The GPDP performs nearly as well as the true model and significantly outperforms standard approaches. We illustrate this using examples of simulated single-species dynamics, where the standard model selection approach should be most effective, and find that it still fails to account for uncertainty appropriately and leads to population crashes, while management based on the GPDP does not, since it does not underestimate the uncertainty outside of the observed data.
Eigenvalues restricted by Lyapunov exponent of eigenstates
We point out that the Lyapunov exponent of the eigenstate places restrictions on the eigenvalue. Consequently, with regard to non-Hermitian systems, even without any symmetry, the non-conservative Hamiltonians can exhibit real spectra as long as Lyapunov exponents of eigenstates inhibit imaginary parts of eigenvalues. Our findings open up a new route to study non-Hermitian physics.
Gradient is All You Need?
In this paper we provide a novel analytical perspective on the theoretical understanding of gradient-based learning algorithms by interpreting consensus-based optimization (CBO), a recently proposed multi-particle derivative-free optimization method, as a stochastic relaxation of gradient descent. Remarkably, we observe that through communication of the particles, CBO exhibits a stochastic gradient descent (SGD)-like behavior despite solely relying on evaluations of the objective function. The fundamental value of such link between CBO and SGD lies in the fact that CBO is provably globally convergent to global minimizers for ample classes of nonsmooth and nonconvex objective functions, hence, on the one side, offering a novel explanation for the success of stochastic relaxations of gradient descent. On the other side, contrary to the conventional wisdom for which zero-order methods ought to be inefficient or not to possess generalization abilities, our results unveil an intrinsic gradient descent nature of such heuristics. This viewpoint furthermore complements previous insights into the working principles of CBO, which describe the dynamics in the mean-field limit through a nonlinear nonlocal partial differential equation that allows to alleviate complexities of the nonconvex function landscape. Our proofs leverage a completely nonsmooth analysis, which combines a novel quantitative version of the Laplace principle (log-sum-exp trick) and the minimizing movement scheme (proximal iteration). In doing so, we furnish useful and precise insights that explain how stochastic perturbations of gradient descent overcome energy barriers and reach deep levels of nonconvex functions. Instructive numerical illustrations support the provided theoretical insights.
Latent Traversals in Generative Models as Potential Flows
Despite the significant recent progress in deep generative models, the underlying structure of their latent spaces is still poorly understood, thereby making the task of performing semantically meaningful latent traversals an open research challenge. Most prior work has aimed to solve this challenge by modeling latent structures linearly, and finding corresponding linear directions which result in `disentangled' generations. In this work, we instead propose to model latent structures with a learned dynamic potential landscape, thereby performing latent traversals as the flow of samples down the landscape's gradient. Inspired by physics, optimal transport, and neuroscience, these potential landscapes are learned as physically realistic partial differential equations, thereby allowing them to flexibly vary over both space and time. To achieve disentanglement, multiple potentials are learned simultaneously, and are constrained by a classifier to be distinct and semantically self-consistent. Experimentally, we demonstrate that our method achieves both more qualitatively and quantitatively disentangled trajectories than state-of-the-art baselines. Further, we demonstrate that our method can be integrated as a regularization term during training, thereby acting as an inductive bias towards the learning of structured representations, ultimately improving model likelihood on similarly structured data.
Optimizing quantum noise-induced reservoir computing for nonlinear and chaotic time series prediction
Quantum reservoir computing is strongly emerging for sequential and time series data prediction in quantum machine learning. We make advancements to the quantum noise-induced reservoir, in which reservoir noise is used as a resource to generate expressive, nonlinear signals that are efficiently learned with a single linear output layer. We address the need for quantum reservoir tuning with a novel and generally applicable approach to quantum circuit parameterization, in which tunable noise models are programmed to the quantum reservoir circuit to be fully controlled for effective optimization. Our systematic approach also involves reductions in quantum reservoir circuits in the number of qubits and entanglement scheme complexity. We show that with only a single noise model and small memory capacities, excellent simulation results were obtained on nonlinear benchmarks that include the Mackey-Glass system for 100 steps ahead in the challenging chaotic regime.
A Neural PDE Solver with Temporal Stencil Modeling
Numerical simulation of non-linear partial differential equations plays a crucial role in modeling physical science and engineering phenomena, such as weather, climate, and aerodynamics. Recent Machine Learning (ML) models trained on low-resolution spatio-temporal signals have shown new promises in capturing important dynamics in high-resolution signals, under the condition that the models can effectively recover the missing details. However, this study shows that significant information is often lost in the low-resolution down-sampled features. To address such issues, we propose a new approach, namely Temporal Stencil Modeling (TSM), which combines the strengths of advanced time-series sequence modeling (with the HiPPO features) and state-of-the-art neural PDE solvers (with learnable stencil modeling). TSM aims to recover the lost information from the PDE trajectories and can be regarded as a temporal generalization of classic finite volume methods such as WENO. Our experimental results show that TSM achieves the new state-of-the-art simulation accuracy for 2-D incompressible Navier-Stokes turbulent flows: it significantly outperforms the previously reported best results by 19.9% in terms of the highly-correlated duration time and reduces the inference latency into 80%. We also show a strong generalization ability of the proposed method to various out-of-distribution turbulent flow settings. Our code is available at "https://github.com/Edward-Sun/TSM-PDE".
Diffusion Probabilistic Models for 3D Point Cloud Generation
We present a probabilistic model for point cloud generation, which is fundamental for various 3D vision tasks such as shape completion, upsampling, synthesis and data augmentation. Inspired by the diffusion process in non-equilibrium thermodynamics, we view points in point clouds as particles in a thermodynamic system in contact with a heat bath, which diffuse from the original distribution to a noise distribution. Point cloud generation thus amounts to learning the reverse diffusion process that transforms the noise distribution to the distribution of a desired shape. Specifically, we propose to model the reverse diffusion process for point clouds as a Markov chain conditioned on certain shape latent. We derive the variational bound in closed form for training and provide implementations of the model. Experimental results demonstrate that our model achieves competitive performance in point cloud generation and auto-encoding. The code is available at https://github.com/luost26/diffusion-point-cloud.
Two-timescale Extragradient for Finding Local Minimax Points
Minimax problems are notoriously challenging to optimize. However, we demonstrate that the two-timescale extragradient can be a viable solution. By utilizing dynamical systems theory, we show that it converges to points that satisfy the second-order necessary condition of local minimax points, under a mild condition. This work surpasses all previous results as we eliminate a crucial assumption that the Hessian, with respect to the maximization variable, is nondegenerate.
Geometric Trajectory Diffusion Models
Generative models have shown great promise in generating 3D geometric systems, which is a fundamental problem in many natural science domains such as molecule and protein design. However, existing approaches only operate on static structures, neglecting the fact that physical systems are always dynamic in nature. In this work, we propose geometric trajectory diffusion models (GeoTDM), the first diffusion model for modeling the temporal distribution of 3D geometric trajectories. Modeling such distribution is challenging as it requires capturing both the complex spatial interactions with physical symmetries and temporal correspondence encapsulated in the dynamics. We theoretically justify that diffusion models with equivariant temporal kernels can lead to density with desired symmetry, and develop a novel transition kernel leveraging SE(3)-equivariant spatial convolution and temporal attention. Furthermore, to induce an expressive trajectory distribution for conditional generation, we introduce a generalized learnable geometric prior into the forward diffusion process to enhance temporal conditioning. We conduct extensive experiments on both unconditional and conditional generation in various scenarios, including physical simulation, molecular dynamics, and pedestrian motion. Empirical results on a wide suite of metrics demonstrate that GeoTDM can generate realistic geometric trajectories with significantly higher quality.
Generative Modeling on Manifolds Through Mixture of Riemannian Diffusion Processes
Learning the distribution of data on Riemannian manifolds is crucial for modeling data from non-Euclidean space, which is required by many applications in diverse scientific fields. Yet, existing generative models on manifolds suffer from expensive divergence computation or rely on approximations of heat kernel. These limitations restrict their applicability to simple geometries and hinder scalability to high dimensions. In this work, we introduce the Riemannian Diffusion Mixture, a principled framework for building a generative diffusion process on manifolds. Instead of following the denoising approach of previous diffusion models, we construct a diffusion process using a mixture of bridge processes derived on general manifolds without requiring heat kernel estimations. We develop a geometric understanding of the mixture process, deriving the drift as a weighted mean of tangent directions to the data points that guides the process toward the data distribution. We further propose a scalable training objective for learning the mixture process that readily applies to general manifolds. Our method achieves superior performance on diverse manifolds with dramatically reduced number of in-training simulation steps for general manifolds.
Primal and Dual Analysis of Entropic Fictitious Play for Finite-sum Problems
The entropic fictitious play (EFP) is a recently proposed algorithm that minimizes the sum of a convex functional and entropy in the space of measures -- such an objective naturally arises in the optimization of a two-layer neural network in the mean-field regime. In this work, we provide a concise primal-dual analysis of EFP in the setting where the learning problem exhibits a finite-sum structure. We establish quantitative global convergence guarantees for both the continuous-time and discrete-time dynamics based on properties of a proximal Gibbs measure introduced in Nitanda et al. (2022). Furthermore, our primal-dual framework entails a memory-efficient particle-based implementation of the EFP update, and also suggests a connection to gradient boosting methods. We illustrate the efficiency of our novel implementation in experiments including neural network optimization and image synthesis.
Learning Nonlinear State Space Models with Hamiltonian Sequential Monte Carlo Sampler
State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors. However, SSM is significantly influenced by the choice of the proposal. Recently Hamiltonian Monte Carlo (HMC) sampling has shown success in many practical problems. In this paper, we propose an SMC augmented by HMC (HSMC) for inference and model learning of nonlinear SSM, which can exempt us from learning proposals and reduce the model complexity significantly. Based on the measure preserving property of HMC, the particles directly generated by transition function can approximate the posterior of latent states arbitrarily well. In order to better adapt to the local geometry of latent space, the HMC is conducted on Riemannian manifold defined by a positive definite metric. In addition, we show that the proposed HSMC method can improve SSMs realized by both Gaussian Processes (GP) and Neural Network (NN).
Ito Diffusion Approximation of Universal Ito Chains for Sampling, Optimization and Boosting
In this work, we consider rather general and broad class of Markov chains, Ito chains, that look like Euler-Maryama discretization of some Stochastic Differential Equation. The chain we study is a unified framework for theoretical analysis. It comes with almost arbitrary isotropic and state-dependent noise instead of normal and state-independent one as in most related papers. Moreover, in our chain the drift and diffusion coefficient can be inexact in order to cover wide range of applications as Stochastic Gradient Langevin Dynamics, sampling, Stochastic Gradient Descent or Stochastic Gradient Boosting. We prove the bound in W_{2}-distance between the laws of our Ito chain and corresponding differential equation. These results improve or cover most of the known estimates. And for some particular cases, our analysis is the first.
Is Exploration All You Need? Effective Exploration Characteristics for Transfer in Reinforcement Learning
In deep reinforcement learning (RL) research, there has been a concerted effort to design more efficient and productive exploration methods while solving sparse-reward problems. These exploration methods often share common principles (e.g., improving diversity) and implementation details (e.g., intrinsic reward). Prior work found that non-stationary Markov decision processes (MDPs) require exploration to efficiently adapt to changes in the environment with online transfer learning. However, the relationship between specific exploration characteristics and effective transfer learning in deep RL has not been characterized. In this work, we seek to understand the relationships between salient exploration characteristics and improved performance and efficiency in transfer learning. We test eleven popular exploration algorithms on a variety of transfer types -- or ``novelties'' -- to identify the characteristics that positively affect online transfer learning. Our analysis shows that some characteristics correlate with improved performance and efficiency across a wide range of transfer tasks, while others only improve transfer performance with respect to specific environment changes. From our analysis, make recommendations about which exploration algorithm characteristics are best suited to specific transfer situations.
Model scale versus domain knowledge in statistical forecasting of chaotic systems
Chaos and unpredictability are traditionally synonymous, yet large-scale machine learning methods recently have demonstrated a surprising ability to forecast chaotic systems well beyond typical predictability horizons. However, recent works disagree on whether specialized methods grounded in dynamical systems theory, such as reservoir computers or neural ordinary differential equations, outperform general-purpose large-scale learning methods such as transformers or recurrent neural networks. These prior studies perform comparisons on few individually-chosen chaotic systems, thereby precluding robust quantification of how statistical modeling choices and dynamical invariants of different chaotic systems jointly determine empirical predictability. Here, we perform the largest to-date comparative study of forecasting methods on the classical problem of forecasting chaos: we benchmark 24 state-of-the-art forecasting methods on a crowdsourced database of 135 low-dimensional systems with 17 forecast metrics. We find that large-scale, domain-agnostic forecasting methods consistently produce predictions that remain accurate up to two dozen Lyapunov times, thereby accessing a new long-horizon forecasting regime well beyond classical methods. We find that, in this regime, accuracy decorrelates with classical invariant measures of predictability like the Lyapunov exponent. However, in data-limited settings outside the long-horizon regime, we find that physics-based hybrid methods retain a comparative advantage due to their strong inductive biases.
Federated Stochastic Gradient Langevin Dynamics
Stochastic gradient MCMC methods, such as stochastic gradient Langevin dynamics (SGLD), employ fast but noisy gradient estimates to enable large-scale posterior sampling. Although we can easily extend SGLD to distributed settings, it suffers from two issues when applied to federated non-IID data. First, the variance of these estimates increases significantly. Second, delaying communication causes the Markov chains to diverge from the true posterior even for very simple models. To alleviate both these problems, we propose conducive gradients, a simple mechanism that combines local likelihood approximations to correct gradient updates. Notably, conducive gradients are easy to compute, and since we only calculate the approximations once, they incur negligible overhead. We apply conducive gradients to distributed stochastic gradient Langevin dynamics (DSGLD) and call the resulting method federated stochastic gradient Langevin dynamics (FSGLD). We demonstrate that our approach can handle delayed communication rounds, converging to the target posterior in cases where DSGLD fails. We also show that FSGLD outperforms DSGLD for non-IID federated data with experiments on metric learning and neural networks.
Sampling by averaging: A multiscale approach to score estimation
We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or involve computationally expensive nested Markov chain Monte Carlo (MCMC) loops. In contrast, the proposed approach leverages stochastic averaging within a slow-fast system of stochastic differential equations (SDEs) to estimate intermediate scores along a diffusion path without training or inner-loop MCMC. Two algorithms are developed under this framework: MultALMC, which uses multiscale annealed Langevin dynamics, and MultCDiff, based on multiscale controlled diffusions for the reverse-time Ornstein-Uhlenbeck process. Both overdamped and underdamped variants are considered, with theoretical guarantees of convergence to the desired diffusion path. The framework is extended to handle heavy-tailed target distributions using Student's t-based noise models and tailored fast-process dynamics. Empirical results across synthetic and real-world benchmarks, including multimodal and high-dimensional distributions, demonstrate that the proposed methods are competitive with existing samplers in terms of accuracy and efficiency, without the need for learned models.
SMR: State Memory Replay for Long Sequence Modeling
Despite the promising performance of state space models (SSMs) in long sequence modeling, limitations still exist. Advanced SSMs like S5 and S6 (Mamba) in addressing non-uniform sampling, their recursive structures impede efficient SSM computation via convolution. To overcome compatibility limitations in parallel convolutional computation, this paper proposes a novel non-recursive non-uniform sample processing strategy. Theoretical analysis of SSMs through the lens of Event-Triggered Control (ETC) theory reveals the Non-Stable State (NSS) problem, where deviations from sampling point requirements lead to error transmission and accumulation, causing the divergence of the SSM's hidden state. Our analysis further reveals that adjustments of input sequences with early memories can mitigate the NSS problem, achieving Sampling Step Adaptation (SSA). Building on this insight, we introduce a simple yet effective plug-and-play mechanism, State Memory Replay (SMR), which utilizes learnable memories to adjust the current state with multi-step information for generalization at sampling points different from those in the training data. This enables SSMs to stably model varying sampling points. Experiments on long-range modeling tasks in autoregressive language modeling and Long Range Arena demonstrate the general effectiveness of the SMR mechanism for a series of SSM models.
Butterfly Effects of SGD Noise: Error Amplification in Behavior Cloning and Autoregression
This work studies training instabilities of behavior cloning with deep neural networks. We observe that minibatch SGD updates to the policy network during training result in sharp oscillations in long-horizon rewards, despite negligibly affecting the behavior cloning loss. We empirically disentangle the statistical and computational causes of these oscillations, and find them to stem from the chaotic propagation of minibatch SGD noise through unstable closed-loop dynamics. While SGD noise is benign in the single-step action prediction objective, it results in catastrophic error accumulation over long horizons, an effect we term gradient variance amplification (GVA). We show that many standard mitigation techniques do not alleviate GVA, but find an exponential moving average (EMA) of iterates to be surprisingly effective at doing so. We illustrate the generality of this phenomenon by showing the existence of GVA and its amelioration by EMA in both continuous control and autoregressive language generation. Finally, we provide theoretical vignettes that highlight the benefits of EMA in alleviating GVA and shed light on the extent to which classical convex models can help in understanding the benefits of iterate averaging in deep learning.
Diffusion World Model
We introduce Diffusion World Model (DWM), a conditional diffusion model capable of predicting multistep future states and rewards concurrently. As opposed to traditional one-step dynamics models, DWM offers long-horizon predictions in a single forward pass, eliminating the need for recursive quires. We integrate DWM into model-based value estimation, where the short-term return is simulated by future trajectories sampled from DWM. In the context of offline reinforcement learning, DWM can be viewed as a conservative value regularization through generative modeling. Alternatively, it can be seen as a data source that enables offline Q-learning with synthetic data. Our experiments on the D4RL dataset confirm the robustness of DWM to long-horizon simulation. In terms of absolute performance, DWM significantly surpasses one-step dynamics models with a 44% performance gain, and achieves state-of-the-art performance.
Improving Generative Model-based Unfolding with Schrödinger Bridges
Machine learning-based unfolding has enabled unbinned and high-dimensional differential cross section measurements. Two main approaches have emerged in this research area: one based on discriminative models and one based on generative models. The main advantage of discriminative models is that they learn a small correction to a starting simulation while generative models scale better to regions of phase space with little data. We propose to use Schroedinger Bridges and diffusion models to create SBUnfold, an unfolding approach that combines the strengths of both discriminative and generative models. The key feature of SBUnfold is that its generative model maps one set of events into another without having to go through a known probability density as is the case for normalizing flows and standard diffusion models. We show that SBUnfold achieves excellent performance compared to state of the art methods on a synthetic Z+jets dataset.
Derivative-Free Guidance in Continuous and Discrete Diffusion Models with Soft Value-Based Decoding
Diffusion models excel at capturing the natural design spaces of images, molecules, DNA, RNA, and protein sequences. However, rather than merely generating designs that are natural, we often aim to optimize downstream reward functions while preserving the naturalness of these design spaces. Existing methods for achieving this goal often require ``differentiable'' proxy models (e.g., classifier guidance or DPS) or involve computationally expensive fine-tuning of diffusion models (e.g., classifier-free guidance, RL-based fine-tuning). In our work, we propose a new method to address these challenges. Our algorithm is an iterative sampling method that integrates soft value functions, which looks ahead to how intermediate noisy states lead to high rewards in the future, into the standard inference procedure of pre-trained diffusion models. Notably, our approach avoids fine-tuning generative models and eliminates the need to construct differentiable models. This enables us to (1) directly utilize non-differentiable features/reward feedback, commonly used in many scientific domains, and (2) apply our method to recent discrete diffusion models in a principled way. Finally, we demonstrate the effectiveness of our algorithm across several domains, including image generation, molecule generation, and DNA/RNA sequence generation. The code is available at https://github.com/masa-ue/SVDD{https://github.com/masa-ue/SVDD}.
Feature Programming for Multivariate Time Series Prediction
We introduce the concept of programmable feature engineering for time series modeling and propose a feature programming framework. This framework generates large amounts of predictive features for noisy multivariate time series while allowing users to incorporate their inductive bias with minimal effort. The key motivation of our framework is to view any multivariate time series as a cumulative sum of fine-grained trajectory increments, with each increment governed by a novel spin-gas dynamical Ising model. This fine-grained perspective motivates the development of a parsimonious set of operators that summarize multivariate time series in an abstract fashion, serving as the foundation for large-scale automated feature engineering. Numerically, we validate the efficacy of our method on several synthetic and real-world noisy time series datasets.
Zero-Shot Reinforcement Learning Under Partial Observability
Recent work has shown that, under certain assumptions, zero-shot reinforcement learning (RL) methods can generalise to any unseen task in an environment after reward-free pre-training. Access to Markov states is one such assumption, yet, in many real-world applications, the Markov state is only partially observable. Here, we explore how the performance of standard zero-shot RL methods degrades when subjected to partially observability, and show that, as in single-task RL, memory-based architectures are an effective remedy. We evaluate our memory-based zero-shot RL methods in domains where the states, rewards and a change in dynamics are partially observed, and show improved performance over memory-free baselines. Our code is open-sourced via: https://enjeeneer.io/projects/bfms-with-memory/.
LETS Forecast: Learning Embedology for Time Series Forecasting
Real-world time series are often governed by complex nonlinear dynamics. Understanding these underlying dynamics is crucial for precise future prediction. While deep learning has achieved major success in time series forecasting, many existing approaches do not explicitly model the dynamics. To bridge this gap, we introduce DeepEDM, a framework that integrates nonlinear dynamical systems modeling with deep neural networks. Inspired by empirical dynamic modeling (EDM) and rooted in Takens' theorem, DeepEDM presents a novel deep model that learns a latent space from time-delayed embeddings, and employs kernel regression to approximate the underlying dynamics, while leveraging efficient implementation of softmax attention and allowing for accurate prediction of future time steps. To evaluate our method, we conduct comprehensive experiments on synthetic data of nonlinear dynamical systems as well as real-world time series across domains. Our results show that DeepEDM is robust to input noise, and outperforms state-of-the-art methods in forecasting accuracy. Our code is available at: https://abrarmajeedi.github.io/deep_edm.
Symmetric Mean-field Langevin Dynamics for Distributional Minimax Problems
In this paper, we extend mean-field Langevin dynamics to minimax optimization over probability distributions for the first time with symmetric and provably convergent updates. We propose mean-field Langevin averaged gradient (MFL-AG), a single-loop algorithm that implements gradient descent ascent in the distribution spaces with a novel weighted averaging, and establish average-iterate convergence to the mixed Nash equilibrium. We also study both time and particle discretization regimes and prove a new uniform-in-time propagation of chaos result which accounts for the dependency of the particle interactions on all previous distributions. Furthermore, we propose mean-field Langevin anchored best response (MFL-ABR), a symmetric double-loop algorithm based on best response dynamics with linear last-iterate convergence. Finally, we study applications to zero-sum Markov games and conduct simulations demonstrating long-term optimality.
Towards Physically Interpretable World Models: Meaningful Weakly Supervised Representations for Visual Trajectory Prediction
Deep learning models are increasingly employed for perception, prediction, and control in complex systems. Embedding physical knowledge into these models is crucial for achieving realistic and consistent outputs, a challenge often addressed by physics-informed machine learning. However, integrating physical knowledge with representation learning becomes difficult when dealing with high-dimensional observation data, such as images, particularly under conditions of incomplete or imprecise state information. To address this, we propose Physically Interpretable World Models, a novel architecture that aligns learned latent representations with real-world physical quantities. Our method combines a variational autoencoder with a dynamical model that incorporates unknown system parameters, enabling the discovery of physically meaningful representations. By employing weak supervision with interval-based constraints, our approach eliminates the reliance on ground-truth physical annotations. Experimental results demonstrate that our method improves the quality of learned representations while achieving accurate predictions of future states, advancing the field of representation learning in dynamic systems.
SDE Matching: Scalable and Simulation-Free Training of Latent Stochastic Differential Equations
The Latent Stochastic Differential Equation (SDE) is a powerful tool for time series and sequence modeling. However, training Latent SDEs typically relies on adjoint sensitivity methods, which depend on simulation and backpropagation through approximate SDE solutions, which limit scalability. In this work, we propose SDE Matching, a new simulation-free method for training Latent SDEs. Inspired by modern Score- and Flow Matching algorithms for learning generative dynamics, we extend these ideas to the domain of stochastic dynamics for time series and sequence modeling, eliminating the need for costly numerical simulations. Our results demonstrate that SDE Matching achieves performance comparable to adjoint sensitivity methods while drastically reducing computational complexity.
TimeGraphs: Graph-based Temporal Reasoning
Many real-world systems exhibit temporal, dynamic behaviors, which are captured as time series of complex agent interactions. To perform temporal reasoning, current methods primarily encode temporal dynamics through simple sequence-based models. However, in general these models fail to efficiently capture the full spectrum of rich dynamics in the input, since the dynamics is not uniformly distributed. In particular, relevant information might be harder to extract and computing power is wasted for processing all individual timesteps, even if they contain no significant changes or no new information. Here we propose TimeGraphs, a novel approach that characterizes dynamic interactions as a hierarchical temporal graph, diverging from traditional sequential representations. Our approach models the interactions using a compact graph-based representation, enabling adaptive reasoning across diverse time scales. Adopting a self-supervised method, TimeGraphs constructs a multi-level event hierarchy from a temporal input, which is then used to efficiently reason about the unevenly distributed dynamics. This construction process is scalable and incremental to accommodate streaming data. We evaluate TimeGraphs on multiple datasets with complex, dynamic agent interactions, including a football simulator, the Resistance game, and the MOMA human activity dataset. The results demonstrate both robustness and efficiency of TimeGraphs on a range of temporal reasoning tasks. Our approach obtains state-of-the-art performance and leads to a performance increase of up to 12.2% on event prediction and recognition tasks over current approaches. Our experiments further demonstrate a wide array of capabilities including zero-shot generalization, robustness in case of data sparsity, and adaptability to streaming data flow.
Comparing coherent and incoherent models for quantum homogenization
Here we investigate the role of quantum interference in the quantum homogenizer, whose convergence properties model a thermalization process. In the original quantum homogenizer protocol, a system qubit converges to the state of identical reservoir qubits through partial-swap interactions, that allow interference between reservoir qubits. We design an alternative, incoherent quantum homogenizer, where each system-reservoir interaction is moderated by a control qubit using a controlled-swap interaction. We show that our incoherent homogenizer satisfies the essential conditions for homogenization, being able to transform a qubit from any state to any other state to arbitrary accuracy, with negligible impact on the reservoir qubits' states. Our results show that the convergence properties of homogenization machines that are important for modelling thermalization are not dependent on coherence between qubits in the homogenization protocol. We then derive bounds on the resources required to re-use the homogenizers for performing state transformations. This demonstrates that both homogenizers are universal for any number of homogenizations, for an increased resource cost.
Sequential Posterior Sampling with Diffusion Models
Diffusion models have quickly risen in popularity for their ability to model complex distributions and perform effective posterior sampling. Unfortunately, the iterative nature of these generative models makes them computationally expensive and unsuitable for real-time sequential inverse problems such as ultrasound imaging. Considering the strong temporal structure across sequences of frames, we propose a novel approach that models the transition dynamics to improve the efficiency of sequential diffusion posterior sampling in conditional image synthesis. Through modeling sequence data using a video vision transformer (ViViT) transition model based on previous diffusion outputs, we can initialize the reverse diffusion trajectory at a lower noise scale, greatly reducing the number of iterations required for convergence. We demonstrate the effectiveness of our approach on a real-world dataset of high frame rate cardiac ultrasound images and show that it achieves the same performance as a full diffusion trajectory while accelerating inference 25times, enabling real-time posterior sampling. Furthermore, we show that the addition of a transition model improves the PSNR up to 8\% in cases with severe motion. Our method opens up new possibilities for real-time applications of diffusion models in imaging and other domains requiring real-time inference.
Modeling Inter-Dependence Between Time and Mark in Multivariate Temporal Point Processes
Temporal Point Processes (TPP) are probabilistic generative frameworks. They model discrete event sequences localized in continuous time. Generally, real-life events reveal descriptive information, known as marks. Marked TPPs model time and marks of the event together for practical relevance. Conditioned on past events, marked TPPs aim to learn the joint distribution of the time and the mark of the next event. For simplicity, conditionally independent TPP models assume time and marks are independent given event history. They factorize the conditional joint distribution of time and mark into the product of individual conditional distributions. This structural limitation in the design of TPP models hurt the predictive performance on entangled time and mark interactions. In this work, we model the conditional inter-dependence of time and mark to overcome the limitations of conditionally independent models. We construct a multivariate TPP conditioning the time distribution on the current event mark in addition to past events. Besides the conventional intensity-based models for conditional joint distribution, we also draw on flexible intensity-free TPP models from the literature. The proposed TPP models outperform conditionally independent and dependent models in standard prediction tasks. Our experimentation on various datasets with multiple evaluation metrics highlights the merit of the proposed approach.
Multimarginal generative modeling with stochastic interpolants
Given a set of K probability densities, we consider the multimarginal generative modeling problem of learning a joint distribution that recovers these densities as marginals. The structure of this joint distribution should identify multi-way correspondences among the prescribed marginals. We formalize an approach to this task within a generalization of the stochastic interpolant framework, leading to efficient learning algorithms built upon dynamical transport of measure. Our generative models are defined by velocity and score fields that can be characterized as the minimizers of simple quadratic objectives, and they are defined on a simplex that generalizes the time variable in the usual dynamical transport framework. The resulting transport on the simplex is influenced by all marginals, and we show that multi-way correspondences can be extracted. The identification of such correspondences has applications to style transfer, algorithmic fairness, and data decorruption. In addition, the multimarginal perspective enables an efficient algorithm for reducing the dynamical transport cost in the ordinary two-marginal setting. We demonstrate these capacities with several numerical examples.
Dynamically Learning to Integrate in Recurrent Neural Networks
Learning to remember over long timescales is fundamentally challenging for recurrent neural networks (RNNs). While much prior work has explored why RNNs struggle to learn long timescales and how to mitigate this, we still lack a clear understanding of the dynamics involved when RNNs learn long timescales via gradient descent. Here we build a mathematical theory of the learning dynamics of linear RNNs trained to integrate white noise. We show that when the initial recurrent weights are small, the dynamics of learning are described by a low-dimensional system that tracks a single outlier eigenvalue of the recurrent weights. This reveals the precise manner in which the long timescale associated with white noise integration is learned. We extend our analyses to RNNs learning a damped oscillatory filter, and find rich dynamical equations for the evolution of a conjugate pair of outlier eigenvalues. Taken together, our analyses build a rich mathematical framework for studying dynamical learning problems salient for both machine learning and neuroscience.
Non-autoregressive Conditional Diffusion Models for Time Series Prediction
Recently, denoising diffusion models have led to significant breakthroughs in the generation of images, audio and text. However, it is still an open question on how to adapt their strong modeling ability to model time series. In this paper, we propose TimeDiff, a non-autoregressive diffusion model that achieves high-quality time series prediction with the introduction of two novel conditioning mechanisms: future mixup and autoregressive initialization. Similar to teacher forcing, future mixup allows parts of the ground-truth future predictions for conditioning, while autoregressive initialization helps better initialize the model with basic time series patterns such as short-term trends. Extensive experiments are performed on nine real-world datasets. Results show that TimeDiff consistently outperforms existing time series diffusion models, and also achieves the best overall performance across a variety of the existing strong baselines (including transformers and FiLM).
Learning to Program Variational Quantum Circuits with Fast Weights
Quantum Machine Learning (QML) has surfaced as a pioneering framework addressing sequential control tasks and time-series modeling. It has demonstrated empirical quantum advantages notably within domains such as Reinforcement Learning (RL) and time-series prediction. A significant advancement lies in Quantum Recurrent Neural Networks (QRNNs), specifically tailored for memory-intensive tasks encompassing partially observable environments and non-linear time-series prediction. Nevertheless, QRNN-based models encounter challenges, notably prolonged training duration stemming from the necessity to compute quantum gradients using backpropagation-through-time (BPTT). This predicament exacerbates when executing the complete model on quantum devices, primarily due to the substantial demand for circuit evaluation arising from the parameter-shift rule. This paper introduces the Quantum Fast Weight Programmers (QFWP) as a solution to the temporal or sequential learning challenge. The QFWP leverages a classical neural network (referred to as the 'slow programmer') functioning as a quantum programmer to swiftly modify the parameters of a variational quantum circuit (termed the 'fast programmer'). Instead of completely overwriting the fast programmer at each time-step, the slow programmer generates parameter changes or updates for the quantum circuit parameters. This approach enables the fast programmer to incorporate past observations or information. Notably, the proposed QFWP model achieves learning of temporal dependencies without necessitating the use of quantum recurrent neural networks. Numerical simulations conducted in this study showcase the efficacy of the proposed QFWP model in both time-series prediction and RL tasks. The model exhibits performance levels either comparable to or surpassing those achieved by QLSTM-based models.
Constructor Theory of Thermodynamics
All current formulations of thermodynamics invoke some form of coarse-graining or ensembles as the supposed link between their own laws and the microscopic laws of motion. They deal only with ensemble-averages, expectation values, macroscopic limits, infinite heat baths, etc., not with the details of physical variables of individual microscopic systems. They are consistent with the laws of motion for finite systems only in certain approximations, which improve with increasing scale, given various assumptions about initial conditions which are neither specified precisely nor even thought to hold exactly in nature. Here I propose a new formulation of the zeroth, first and second laws, improving upon the axiomatic approach to thermodynamics (Carath\'eodory, 1909; Lieb & Yngvason, 1999), via the principles of the recently proposed constructor theory. Specifically, I provide a non-approximative, scale-independent formulation of 'adiabatic accessibility'; this in turn provides a non-approximative, scale-independent distinction between work and heat and reveals an unexpected connection between information theory and the first law of thermodynamics (not just the second). It also achieves the long-sought unification of the axiomatic approach with Kelvin's.
Kalman Filter for Online Classification of Non-Stationary Data
In Online Continual Learning (OCL) a learning system receives a stream of data and sequentially performs prediction and training steps. Important challenges in OCL are concerned with automatic adaptation to the particular non-stationary structure of the data, and with quantification of predictive uncertainty. Motivated by these challenges we introduce a probabilistic Bayesian online learning model by using a (possibly pretrained) neural representation and a state space model over the linear predictor weights. Non-stationarity over the linear predictor weights is modelled using a parameter drift transition density, parametrized by a coefficient that quantifies forgetting. Inference in the model is implemented with efficient Kalman filter recursions which track the posterior distribution over the linear weights, while online SGD updates over the transition dynamics coefficient allows to adapt to the non-stationarity seen in data. While the framework is developed assuming a linear Gaussian model, we also extend it to deal with classification problems and for fine-tuning the deep learning representation. In a set of experiments in multi-class classification using data sets such as CIFAR-100 and CLOC we demonstrate the predictive ability of the model and its flexibility to capture non-stationarity.
Scalable Equilibrium Sampling with Sequential Boltzmann Generators
Scalable sampling of molecular states in thermodynamic equilibrium is a long-standing challenge in statistical physics. Boltzmann generators tackle this problem by pairing normalizing flows with importance sampling to obtain uncorrelated samples under the target distribution. In this paper, we extend the Boltzmann generator framework with two key contributions, denoting our framework Sequential Boltzmann Generators (SBG). The first is a highly efficient Transformer-based normalizing flow operating directly on all-atom Cartesian coordinates. In contrast to the equivariant continuous flows of prior methods, we leverage exactly invertible non-equivariant architectures which are highly efficient during both sample generation and likelihood evaluation. This efficiency unlocks more sophisticated inference strategies beyond standard importance sampling. In particular, we perform inference-time scaling of flow samples using a continuous-time variant of sequential Monte Carlo, in which flow samples are transported towards the target distribution with annealed Langevin dynamics. SBG achieves state-of-the-art performance w.r.t. all metrics on peptide systems, demonstrating the first equilibrium sampling in Cartesian coordinates of tri-, tetra- and hexa-peptides that were thus far intractable for prior Boltzmann generators.
Quantum control of a cat-qubit with bit-flip times exceeding ten seconds
Binary classical information is routinely encoded in the two metastable states of a dynamical system. Since these states may exhibit macroscopic lifetimes, the encoded information inherits a strong protection against bit-flips. A recent qubit - the cat-qubit - is encoded in the manifold of metastable states of a quantum dynamical system, thereby acquiring bit-flip protection. An outstanding challenge is to gain quantum control over such a system without breaking its protection. If this challenge is met, significant shortcuts in hardware overhead are forecast for quantum computing. In this experiment, we implement a cat-qubit with bit-flip times exceeding ten seconds. This is a four order of magnitude improvement over previous cat-qubit implementations, and six orders of magnitude enhancement over the single photon lifetime that compose this dynamical qubit. This was achieved by introducing a quantum tomography protocol that does not break bit-flip protection. We prepare and image quantum superposition states, and measure phase-flip times above 490 nanoseconds. Most importantly, we control the phase of these superpositions while maintaining the bit-flip time above ten seconds. This work demonstrates quantum operations that preserve macroscopic bit-flip times, a necessary step to scale these dynamical qubits into fully protected hardware-efficient architectures.
simple-idealized-1d-nlse: Pseudo-Spectral Solver for the 1D Nonlinear Schrödinger Equation
We present an open-source Python implementation of an idealized high-order pseudo-spectral solver for the one-dimensional nonlinear Schr\"odinger equation (NLSE). The solver combines Fourier spectral spatial discretization with an adaptive eighth-order Dormand-Prince time integration scheme to achieve machine-precision conservation of mass and near-perfect preservation of momentum and energy for smooth solutions. The implementation accurately reproduces fundamental NLSE phenomena including soliton collisions with analytically predicted phase shifts, Akhmediev breather dynamics, and the development of modulation instability from noisy initial conditions. Four canonical test cases validate the numerical scheme: single soliton propagation, two-soliton elastic collision, breather evolution, and noise-seeded modulation instability. The solver employs a 2/3 dealiasing rule with exponential filtering to prevent aliasing errors from the cubic nonlinearity. Statistical analysis using Shannon, R\'enyi, and Tsallis entropies quantifies the spatio-temporal complexity of solutions, while phase space representations reveal the underlying coherence structure. The implementation prioritizes code transparency and educational accessibility over computational performance, providing a valuable pedagogical tool for exploring nonlinear wave dynamics. Complete source code, documentation, and example configurations are freely available, enabling reproducible computational experiments across diverse physical contexts where the NLSE governs wave evolution, including nonlinear optics, Bose-Einstein condensates, and ocean surface waves.
